Further study of a simple PDE

MaRDI QIDQ2505492zbMATH OpenFDO

Authors Yanyan Li

Publication date 26 September 2006

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

elliptic-type Harnack principleMartin kernel densityparabolic-looking equation

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Boundary theory for Markov processes (60J50) Martin boundary theory (31C35)

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Cited in

(10)

• A peculiar two point boundary value problem
• Simple PDE Model of Spot Replication in Any Dimension
• A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
• On bivariate distributions of the local time of Itô-McKean diffusions
• Elastic drifted Brownian motions and non-local boundary conditions
• A probabilistic solution to the Stroock-Williams equation
• Study of simple but challenging diffusion equation
• A highly unstable initial value boundary value problem
• Exceptionally simple PDE
• Fractional boundary value problems

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