Second Order Elliptic Integro-Differential Problems  book cover
1st Edition

Second Order Elliptic Integro-Differential Problems

ISBN 9780429186905
Published February 20, 2002 by Chapman and Hall/CRC
240 Pages

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Book Description

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

Table of Contents

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

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