Garroni M.G., Menaldi J.L. Second Order Elliptic Integro-Differential Problems

Chapman and Hall/CRC, 2002. - 226 pages.The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this Research Note, the authors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estimates.