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arXiv · 2310.01070

A note on a stochastic approach to Caffarelli-Silvestre Theorem

Michelangelo Cavina
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Abstract

In this note we analyze the Caffarelli-Silvestre extension function using tools from the theory of stochastic analysis applied to Dirichlet problems. We use a stochastic approach to give the explicit formulation of the kernel associated to the Dirichlet problem which defines the Cafferelli-Silvestre extension function.

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Michelangelo Cavina. 2023-10-02. A note on a stochastic approach to Caffarelli-Silvestre Theorem. https://arxiv.org/abs/2310.01070

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