1st Edition
Second Order Elliptic Integro-Differential Problems
240 Pages
by
Chapman & Hall
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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