On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Levy measure
Probability
2019-10-15 v3 Analysis of PDEs
Abstract
Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution is proved by deriving apriori estimates. Some probability density function estimates of the associated Levy process are used as well.
Keywords
Cite
@article{arxiv.1901.03830,
title = {On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Levy measure},
author = {R. Mikulevicius and C. Phonsom},
journal= {arXiv preprint arXiv:1901.03830},
year = {2019}
}
Comments
arXiv admin note: text overlap with arXiv:1805.03232