1st Edition

Second Order Elliptic Integro-Differential Problems

    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

    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

    Biography

    Maria Giovanna Garroni, Jose Luis Menaldi