The Leading eBooks Store Online 4,272,009 members ⚫ 1,419,367 ebooks

New to

Learn more

Second Order Elliptic Integro-Differential Problems

Second Order Elliptic Integro-Differential Problems by Maria Giovanna Garroni
Buy this eBook
US$ 180.00
(If any tax is payable it will be calculated and shown at checkout.)
The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this Research Note, the authors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estimates.

The first three chapters form the foundation for the rest of the book, presenting key results and background in integro-differential operators, and integro-differential equations. After a summary of the properties relative to the Green function for second-order parabolic integro-differential operators, the authors explore important applications, paying particular attention to integro-differential problems with oblique boundary conditions. They show the existence and uniqueness of the invariant measure by means of the Green function, which then allows a detailed study of ergodic stopping time and control problems.
CRC Press; February 2002
240 pages; ISBN 9781420035797
Read online, or download in secure PDF format
Title: Second Order Elliptic Integro-Differential Problems
Author: Maria Giovanna Garroni; Jose Luis Menaldi
  • News
  • Contents
No entry found