The probabilistic solution of the third boundary value problem for second order elliptic equations

DOI10.1007/BF01217746zbMath0688.60063MaRDI QIDQ1263887

Vassilis G. Papanicolaou

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Dirichlet problemboundary value problemFeynman-Kac functionalDirichlet spectrumSchrödinger semigroupDirichlet semigroupGirsanov's transformationNeumann semigroupsstandard reflected Brownian motion

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Groups and semigroups of linear operators (47D03) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Local time and additive functionals (60J55) Multiplicative functionals and Markov processes (60J57)

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Cites Work

• Stochastic differential equations. An introduction with applications
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
• Multi-dimensional diffusion and the Markov process on the boundary
• On the Poisson Kernel for the Neumann Problem of Schrödinger Operators
• Schrödinger semigroups
• On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
• Fundamental solutions of parabolic differential equations and boundary value problems
• Functional Integration and Partial Differential Equations. (AM-109)
• Probabilistic approach to the neumann problem
• Stochastic differential equations with reflecting boundary conditions
• General Gauge Theorem for Multiplicative Functionals
• Brownian motion and harnack inequality for Schrödinger operators
• Elliptic Partial Differential Equations of Second Order
• Diffusion processes with boundary conditions
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