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<図書>
Second order elliptic integro-differential problems

責任表示 Maria Giovanna Garroni, Jose Luis Menaldi
シリーズ Research notes in mathematics ; 430
データ種別 図書
出版情報 Boca Raton : Chapman & Hall/CRC , c2002
本文言語 英語
大きさ xv, 221 p. ; 24 cm
概要 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 ...uthors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estimates. The first three chapters form the foundation for the rest of the book, presenting key results and background in integro-differential operators, and integro-differential equations. After a summary of the properties relative to the Green function for second-order parabolic integro-differential operators, the authors explore important applications, paying particular attention to integro-differential problems with oblique boundary conditions. They show the existence and uniqueness of the invariant measure by means of the Green function, which then allows a detailed study of ergodic stopping time and control problems. 続きを見る

所蔵情報



理系図3F 数理独自 GARR/20/2 2002
023212002000176

書誌詳細

一般注記 Bibliography: p. 211-218
Includes index
著者標目 *Garroni, M. G. (Maria Giovanna)
Menaldi, José Luis
書誌ID 1001405365
ISBN 158488200X
NCID BA56357145
巻冊次 ISBN:158488200X
登録日 2009.11.02
更新日 2009.11.02