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

Zoran Vondraček

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arXiv · 1909.10687

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

Zoran Vondraček

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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 process: one corresponding to that form and the other which is related to a probabilistic interpretation of the Neuman problem. We also study the Dirichlet-to-Neumann operator for non-local operators.

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Zoran Vondraček. 2019-09-24. A probabilistic approach to a non-local quadratic form and its connection to the Neumann boundary condition problem. https://arxiv.org/abs/1909.10687

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