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Full-Text Articles in Mathematics
Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro
Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro
Mathematics Faculty Research Publications
We use the notion of backward integration, with respect to a general Lévy process, to treat, in a simpler and unifying way, various classical topics as: Girsanov theorem, rst order partial differential equations, the Liouville (or Lyapunov) equations and the stochastic characteristic method.
Green And Poisson Functions With Wentzell Boundary Conditions, José-Luis Menaldi, Luciano Tubaro
Green And Poisson Functions With Wentzell Boundary Conditions, José-Luis Menaldi, Luciano Tubaro
Mathematics Faculty Research Publications
We discuss the construction and estimates of the Green and Poisson functions associated with a parabolic second order integro-di erential operator with Wentzell boundary conditions.