Schauder estimates for stochastic transport-diffusion equations with L\'{e}vy processes
Probability
2017-04-20 v1
Abstract
We consider a transport-diffusion equation with L\'{e}vy noises and H\"{o}lder continuous coefficients. By using the heat kernel estimates, we derive the Schauder estimates for the mild solutions. Moreover, when the transport term vanishes and , we show that the H\"{o}lder index in space variable is optimal.
Cite
@article{arxiv.1704.05582,
title = {Schauder estimates for stochastic transport-diffusion equations with L\'{e}vy processes},
author = {Jinlong Wei and Jinqiao Duan and Guangying Lv},
journal= {arXiv preprint arXiv:1704.05582},
year = {2017}
}
Comments
25 pages