A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem
Zoran Vondraček · Mathematische Nachrichten · 2020
Abstract In this paper we look at a probabilistic approach to a non‐local quadratic form that has lately attracted some interest. This form is related to a recently introduced non‐local normal derivative. The goal is to construct two Markov processes: one corresponding to that form and the other which is related to a probabilistic interpretation of the Neumann problem. We also study the Dirichlet‐to‐Neumann operator for non‐local operators.