ABSTRACT

The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this Research Note, the authors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estim

chapter 1|42 pages

Elliptic Equations

chapter 2|40 pages

Integro-Differential Operators

chapter 3|40 pages

Integro-Differential Equations

chapter 4|36 pages

Green Function Estimates

chapter 5|18 pages

Invariant Density Measure

chapter 6|16 pages

Stopping Time Problems

chapter 7|18 pages

Ergodic Control Problems