Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups》.pdf

JID:YJDEQ AID:7995 /FLA [m1+; v1.211; Prn:8/09/2015; 9:55] P.1 (1-30) Available online at ScienceDirect J. Differential Equations ••• (••••) •••–••• /locate/jde Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups Chuan-Zhong Chen a , Wei Sun b , Jing Zhang b,∗ a School of Mathematics and Statistics, Hainan Normal University, Haikou 571158, China b Department of Mathematics and Statistics, Concordia University, Montreal H3G 1M8, Canada Received 16 July 2014; revised 17 April 2015 Abstract In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric ellip- tic operators L with singular coefficients, which does not necessarily have the maximum principle. The theory of Dirichlet forms and heat kernel estimates play a crucial role in our approach. A probabilistic representation of the non-symmetric semigroup {T } generated by L is also given. t t ≥0 © 2015 Elsevier Inc. All rights reserved. Keywords: Dirichlet boundary value problem; Singular coefficient; Non-symmetric semigroup; Probabilistic representation; Dirichlet form; Heat kernel estimate 1. Introduction and the main theorem In this paper, we will use probabilistic methods to study the Dirichlet boundary value problem for second order elliptic differential operators: Lu = 0 in D