AN ELLIPTIC PDE WITH CONVEX SOLUTIONS

作者:Warren Jon*
来源:Proceedings of the Edinburgh Mathematical Society, 2018, 61(1): 201-214.
DOI:10.1017/S0013091517000190

摘要

Using a mixture of classical and probabilistic techniques, we investigate the convexity of solutions to the elliptic partial differential equation associated with a certain generalized Ornstein-Uhlenbeck process.

  • 出版日期2018-2

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