Integro-differential equations with L{\'e}vy operators for degenerate jumps depending on spaces and gradients
Analysis of PDEs
2011-10-10 v2 Probability
Abstract
We establish the comparison principle and the existence of solutions of the integro-differential equations with L{\'e}vy operators. The L{\'e}vy operators of our interest are infinitesmal generator of the jump processes which could be degenerate and may depend on the gradient of the solutions.
Keywords
Cite
@article{arxiv.1012.3069,
title = {Integro-differential equations with L{\'e}vy operators for degenerate jumps depending on spaces and gradients},
author = {M. Arisawa},
journal= {arXiv preprint arXiv:1012.3069},
year = {2011}
}
Comments
Submitted in May 2011, to JMPA