Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian (Q818811)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian |
scientific article |
Statements
Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian (English)
0 references
21 March 2006
0 references
The authors give a detailed and comprehensive analysis of reflected symmetric \(\alpha\)-stable processes in an open Lipschitz set of \(\mathbb{R}^n\). They show that the generators are regional fractional Laplacians and discuss conditions required on the boundary. Furthermore, they derive a formula for integration by parts and consider the semi-martingale decomposition.
0 references
integration by parts formula
0 references
semi-martingale decomposition
0 references
0 references
