On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness
Probability
2017-05-26 v1 Analysis of PDEs
Abstract
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori estimates. Some rough probability density function estimates of the associated Levy process are used as well.
Keywords
Cite
@article{arxiv.1705.09256,
title = {On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness},
author = {R. Mikulevicius and C. Phonsom},
journal= {arXiv preprint arXiv:1705.09256},
year = {2017}
}