Cauchy-Dirichlet problems for a class of hypoelliptic equation in $\R^d$: q new probabilistic representation formula for the gradient of the solutions
Giuseppe Da Prato, Luciano Tubaro
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2021-07-06
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via math.PR updates on arXiv.org
We prove the existence and a new representation formula for the gradient of the semigroup associated to an Ornstein-Uhlenbeck in a bounded convex domain in d dimensions.
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