An asymptotically probabilistic method for a class of partial integrodifferential equations
Year: 2025
Type: article
Abstract: In this paper, we consider a nonlocal boundary condition and examine the asymptotic behavior of the solution to a family of nonlocal partial differential equations in the half-space. Our approach is fully probabilistic and builds upon the works of Huang et al. Bernoulli, 28 (2022), 1648–1674 and Diakhaby et al. Stoch. Anal. Appl., 34 (2016), 496–509. Reflected stochastic differential equations, driven by multiplicative Lévy noise and with singular coefficients, play an important role in our method.
Source: AIMS Mathematics
DOI: 10.3934/math.2025607
Authors: Alioune Coulibaly, Département Mathématiques, Informatique et Modélisation, UFR Sciences et Technologies Avancées, Université Amadou Mahtar Mbow, Pôle Urbain de Diamniadio - BP : 45927 Dakar NAFA VDN Dakar, Sénégal
Institution: Université Amadou Mahtar Mbow
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $1,200
OpenAlex ID: W4411225913