Non-local Boundary Value Problems for Brownian motions

Colantoni Fausto, Università di Roma La Sapienza

We explore non-local boundary value problems associated with heat equations, deriving probabilistic representations of the solutions through transformations of Brownian motions involving both additive parts and time changes. This investigation reveals interconnections with stochastic resetting while showcasing its adaptability for extension into star graphs.

Area: CS38 - Subordination and time-changed stochastic processes (Alessandro De Gregorio)

Keywords: Non-local operators, Brownian motions, boundary conditions

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