A probabilistic formula for gradients of solutions of hypoelliptic Dirichlet problems
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Publication:2157485
DOI10.1007/s40879-022-00544-6zbMath1497.35134WikidataQ113891381 ScholiaQ113891381MaRDI QIDQ2157485
Luciano Tubaro, Giuseppe Da Prato
Publication date: 22 July 2022
Published in: European Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40879-022-00544-6
60J65: Brownian motion
35J15: Second-order elliptic equations
60H99: Stochastic analysis
60G53: Feller processes