Dirichlet problem for diffusions with jumps

DOI10.1016/J.JMAA.2025.130386MaRDI QIDQ6846513zbMATH OpenFDO

Authors Zhen-Qing Chen, Jun Peng

Publication date 11 March 2026

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMAA.2025.130386

zbMATH Keywords

Dirichlet problemFeller processjump-diffusionsweak solution

Mathematics Subject Classification ID

Feller processes (60G53) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

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Cited in

(1)

• Dirichlet problem for integro-differential operators

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