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A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem

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  • Zoran Vondraček

Abstract

In this paper we look at a probabilistic approach to a non‐local quadratic form that has lately attracted some interest. This form is related to a recently introduced non‐local normal derivative. The goal is to construct two Markov processes: one corresponding to that form and the other which is related to a probabilistic interpretation of the Neumann problem. We also study the Dirichlet‐to‐Neumann operator for non‐local operators.

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  • Zoran Vondraček, 2021. "A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem," Mathematische Nachrichten, Wiley Blackwell, vol. 294(1), pages 177-194, January.
    • Handle: RePEc:bla:mathna:v:294:y:2021:i:1:p:177-194
    DOI: 10.1002/mana.201900061
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