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 estim



Autorentext

Maria Giovanna Garroni, Jose Luis Menaldi



Inhalt

Preface. Glossary of Basic Notations. Elliptic Equations. Integro-Differential Operators. Integro-Differential Equations. Green Function Estimates. Invariant Density Measure. Stopping Time Problems. Ergodic Control Problems. Bibliography. Index

Titel
Second Order Elliptic Integro-Differential Problems
EAN
9781420035797
ISBN
978-1-4200-3579-7
Format
E-Book (pdf)
Herausgeber
Veröffentlichung
20.02.2002
Digitaler Kopierschutz
Adobe-DRM
Dateigrösse
1.51 MB
Anzahl Seiten
240
Jahr
2002
Untertitel
Englisch