Stochastic calculus and degenerate boundary value problems
Patrick Cattiaux (1992)
Annales de l'institut Fourier
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Consider the boundary value problem (L.P): in , on where is written as , and is a general Venttsel’s condition (including the oblique derivative condition). We prove existence, uniqueness and smoothness of the solution of (L.P) under the Hörmander’s condition on the Lie brackets of the vector fields (), for regular open sets with a non-characteristic boundary. Our study lies on the stochastic representation of and uses the stochastic calculus of variations...