The Dirichlet problem for stable-like operators and related probabilistic representations

DOI10.1080/03605302.2016.1207084zbMath1352.60080WikidataQ60167475 ScholiaQ60167475MaRDI QIDQ2833304

Luis A. Caffarelli, Anup Biswas, Aristotle Arapostathis

Publication date: 17 November 2016

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605302.2016.1207084

zbMATH Keywords

Dirichlet problem; jumps; Harnack inequality; stochastic differential equations; exit time; positive recurrence; \(\alpha\)-stable process; invariant probability measure

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J45: Probabilistic potential theory

60G52: Stable stochastic processes

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