On Neumann type problems for nonlocal equations set in a half space

ééé to the solution of a classical local Neumann problem. The reflection models we consider include cases where the underlying L]]>é

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Bibliographic Details
Published in:Transactions of the American Mathematical Society 2014-09, Vol.366 (9), p.4873-4917
Main Authors: BARLES, GUY, CHASSEIGNE, EMMANUEL, GEORGELIN, CHRISTINE, JAKOBSEN, ESPEN R.
Format: Article
Language:English
Subjects:
Analysis of PDEs
Boundary conditions
Boundary value problems
Brownian motion
Convergent boundaries
Differential equations
Integrands
Markov processes
Mathematics
Neumann problem
Stochastic processes
Viscosity
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Description
Summary:ééé to the solution of a classical local Neumann problem. The reflection models we consider include cases where the underlying L]]>é
ISSN:0002-9947
1088-6850
DOI:10.1090/S0002-9947-2014-06181-3