The complement value problem for non-local operators

DOI10.1142/S0219493720500434zbMATH Open1442.35104OpenAlexW3007821212MaRDI QIDQ5114820FDOQ5114820

Authors Wei Sun 

Publication date 26 June 2020

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.00212

zbMATH Keywords

non-local operatorprobabilistic representationsemi-Dirichlet formcomplement value problem

Mathematics Subject Classification ID

Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Boundary value problems for second-order elliptic equations (35J25) Fractional partial differential equations (35R11)

Abstract: Let $D$ be a bounded Lipschitz domain of $mathbb{R}^d$. We consider the complement value problem ${\displaystyle }$ left{�egin{array}{l}(Delta+a^{alpha}Delta^{alpha/2}+bcdot abla+c)u+f=0 { m in} D,\ u=g { m on} D^c. end{array} ight.${\displaystyle }$ Under mild conditions, we show that there exists a unique bounded continuous weak solution. Moreover, we give an explicit probabilistic representation of the solution. The theory of semi-Dirichlet forms and heat kernel estimates play an important role in our approach.

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Cited in

(3)

• Stability of complement value problems for \(p\)-Lévy operators
• Stochastic partial integral-differential equations with divergence terms
• The obstacle problem for quasilinear stochastic integral-partial differential equations

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