Estimates on the solution of an elliptic equation related to Brownian motion with drift.

Joseph G. Conlon; Juan Redondo

Displaying similar documents to “Estimates on the solution of an elliptic equation related to Brownian motion with drift.”

Fluctuations of brownian motion with drift.

Joseph G. Conlon, Peder Olsen (1999)

Publicacions Matemàtiques

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Consider 3-dimensional Brownian motion started on the unit sphere {|x| = 1} with initial density ρ. Let ρt be the first hitting density on the sphere {|x| = t + 1}, t > 0. Then the linear operators T defined by T ρ = ρ form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift , where is small in a suitable scale invariant norm.

Estimates on the solution of an elliptic equation related to Brownian motion with drift (II).

Joseph G. Conlon, Peder A. Olsen (1997)

Revista Matemática Iberoamericana

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In this paper we continue the study of the Dirichlet problem for an elliptic equation on a domain in R³ which was begun in [5]. For R > 0 let Ω_R be the ball of radius R centered at the origin with boundary ∂Ω _R. The Dirichlet problem we are concerned with is the following: (-Δ - b(x).∇) u(x) = f(x), x ∈ Ω _R, with zero boundary conditions ...

Boundary value problems for second order elliptic equations in unbounded domains and Saint-Venant's principle

O. A. Oleinik, G. A. Yosifian (1977)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

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Harnack inequality and Green function for a certain class of degenerate elliptic differential operators.

Oscar Salinas (1991)

Revista Matemática Iberoamericana

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The main purpose of this work is to obtain a Harnack inequality and estimates for the Green function for the general class of degenerate elliptic operators described below.

A characterization of $H^{p} (R^{n})$ in terms of atoms

Robert Latter (1978)

Studia Mathematica

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On the exterior Dirichlet problem for $Δ u - u + f (x, u) = 0$

Giovanna Citti (1992)

Rendiconti del Seminario Matematico della Università di Padova

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$L^{p}$ -estimates near the boundary for solutions of the Dirichlet problem

E. B. Fabes, N. M. Riviere (1970)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

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Functions with derivatives in spaces of Morrey type and elliptic equations in unbounded domains

Anna Canale, Patrizia Di Gironimo, Antonio Vitolo (1998)

Studia Mathematica

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We introduce a sort of "local" Morrey spaces and show an existence and uniqueness theorem for the Dirichlet problem in unbounded domains for linear second order elliptic partial differential equations with principal coefficients "close" to functions having derivatives in such spaces.