Let (L=Lleft(x, D_{x}ight)=sum_{i j} a_{i j}(x) partial_{i} partial_{j}+sum_{j} b_{j}(x) partial_{j}+c(x)) be a second order differential operator. Determine
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Let \(L=L\left(x, D_{x}ight)=\sum_{i j} a_{i j}(x) \partial_{i} \partial_{j}+\sum_{j} b_{j}(x) \partial_{j}+c(x)\) be a second order differential operator. Determine its formal adjoint \(L^{*}\left(y, D_{y}ight)\), i.e. the linear operator satisfying \(\langle L u, \phiangle_{L^{2}}=\left\langle u, L^{*} \phiightangle_{L^{2}}\) for all \(u, \phi \in \mathcal{C}_{c}^{\infty}\left(\mathbb{R}^{d}ight)\). What is the formal adjoint of the operator \(L(x, D)+\frac{\partial}{\partial t}\) ?
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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