Summary: Stochastic Invariance
and Degenerate Elliptic
Operators
P. Cannarsa
G. Da Prato
H. Frankowska
Preprint di Matematica ­ N. 1
Maggio 2008
Stochastic Invariance
and Degenerate Elliptic Operators
P. Cannarsa
, G. Da Prato
, H. Frankowska
May 15, 2008
Abstract
This paper is devoted to the invariance of a bounded open domain
in Rn
under a diffusion process with Lipschitz continuous data. We
show that such a property holds under the same conditions that insure
the invariance of a closed domain. This result is applied to get the well-

Source: Abbondandolo, Alberto - Scuola Normale Superiore of Pisa

Collections: Mathematics