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Applications to Boundary Value Problems

  • Bernt Øksendal
Chapter
  • 409 Downloads
Part of the Universitext book series (UTX)

Abstract

We now use the preceding results to solve the following generalization of the Dirichlet problem stated in the introduction:

Given a domain D ⊂ ℝn, a semi-elliptic partial differential operator L on C2(W), where W ⊃ is open, of the form
$$ L = \sum {a_{ij} \left( x \right)\frac{{\partial ^2 }} {{\partial x_i \partial x_j }} + \sum {b_i \left( x \right)\frac{\partial } {{\partial x_i }}} } $$

Keywords

Brownian Motion Dirichlet Problem Regular Point Partial Differential Operator Poisson Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1989

Authors and Affiliations

  • Bernt Øksendal
    • 1
  1. 1.Department of MathematicsUniversity of OsloBlindern, Oslo 3Norway

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