• Corpus ID: 252567842

Non-local Boundary Value Problems for Brownian motions on the half line

@inproceedings{Colantoni2022NonlocalBV,
  title={Non-local Boundary Value Problems for Brownian motions on the half line},
  author={Fausto Colantoni and Mirko D’Ovidio},
  year={2022}
}
. We study boundary value problems involving non-local operators for the dynamic boundary conditions. Our analysis includes a detailed description of such operators together with their relations with random times and random functionals. We provide some new characterizations for the boundary behaviour of the Brownian motion based on the interplay between non-local operators and boundary value problems. 
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