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SUMMARY:No-flux boundary conditions for one-sided Lévy processes - Lorenz
 o Toniazzi (University of Otago)
DTSTART:20220225T090000Z
DTEND:20220225T093000Z
UID:TALK167837@talks.cam.ac.uk
DESCRIPTION:We connect the generators of one-sided L\\'evy processes restr
 icted to the interval [0\,1] with boundary conditions for one-sided pseudo
 -differential operators\, generalising results for Caputo derivatives of o
 rder in (1\, 2). We consider killing (Dirichlet)\, reflecting (Neumann) an
 d fast-forwarding (non-local Neumann) boundary conditions. To identify the
  backward and forward equations for these Feller processes\, we develop a 
 Gr\\"unwald-type (random walk) approximation on [0\,1]. In particular\, th
 is shows rigorously and intuitively howthe non-local Neumann boundary cond
 ition arises from mass conservation. Joint work with Boris Baeumer (Univer
 sity of Otago) and Mih\\'alyKov\\'acs (P\\'azm ́any P\\'eter Catholic Uni
 versity).
LOCATION:Seminar Room 1\, Newton Institute
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