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Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains
Author
Source
International Journal of Stochastic Analysis
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-17, 17 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-12-30
Country of Publication
Egypt
No. of Pages
17
Main Subjects
Abstract EN
Using a capacity approach and the theory of the measure’s perturbation of the Dirichlet forms, we give the probabilistic representation of the general Robin boundary value problems on an arbitrary domain Ω, involving smooth measures, which give rise to a new process obtained by killing the general reflecting Brownian motion at a random time.
We obtain some properties of the semigroup directly from its probabilistic representation, some convergence theorems, and also a probabilistic interpretation of the phenomena occurring on the boundary.
American Psychological Association (APA)
Akhlil, Khalid. 2012. Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains. International Journal of Stochastic Analysis،Vol. 2012, no. 2012, pp.1-17.
https://search.emarefa.net/detail/BIM-450895
Modern Language Association (MLA)
Akhlil, Khalid. Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains. International Journal of Stochastic Analysis No. 2012 (2012), pp.1-17.
https://search.emarefa.net/detail/BIM-450895
American Medical Association (AMA)
Akhlil, Khalid. Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains. International Journal of Stochastic Analysis. 2012. Vol. 2012, no. 2012, pp.1-17.
https://search.emarefa.net/detail/BIM-450895
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-450895