학술논문
A note on a stochastic approach to Caffarelli-Silvestre Theorem
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Working Paper
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Abstract
In this note we analyze the Caffarelli-Silvestre extension function using tools from the theory of stochastic analysis applied to Dirichlet problems. We use a stochastic approach to give the explicit formulation of the kernel associated to the Dirichlet problem which defines the Cafferelli-Silvestre extension function.
Comment: 8 pages
Comment: 8 pages