Dirichlet problem for diffusions with jumps

Zhen-Qing Chen, Jun Peng

In this paper, we study Dirichlet problem for non-local operator on bounded domains in ${\mathbb{R}}^d$ $$ {\cal L}u = {\rm div}(A(x) \nabla (x)) + b(x) \cdot \nabla u(x) + \int_{{\…