Related papers: On the Cauchy problem for integro-differential ope…
The existence and uniqueness in H\"older spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order {\alpha}\in(0,2) is investigated. The principal part of the operator has kernel…
We consider the linear integro-differential operator $L$ defined by \[ Lu(x) =\int_\Rn (u(x+y) - u(x) - 1_{[1,2]}(\alpha) 1_{\{|y|\leq 2\}}(y)y \cdot \nabla u(x)) k(x,y) \sd y . \] Here the kernel $k(x,y)$ behaves like $|y|^{-d-\alpha}$,…
Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Probabilistic representations are used to prove continuity of the…
Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of H\"older spaces of functions whose regularity is defined by a radially O-regularly varying L\'evy measure. Existence and uniqueness and the estimates…
Several negative results are presented concerning the solvability in Sobolev classes of the Cauchy problem for the inhomogeneous second-order uniformly parabolic equations without lower order terms in one space dimension. The main…
The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coefficients independent of space variable is considered. The…
The paper considers the Cauchy problem for the system of partial differential equations of fractional order $D_t^{\mathcal{B}} {U}(t,x) + \mathbb{A}(D) {U} (t,x)=H(t,x) $. Here $U$ and $H$ are vector-functions, the $m\times m$ matrix of…
The Cauchy problem is investigated for the parabolic type in the some finite part $[t_0, t_1] \subset [0, \infty)$ of the semi axis $t \in [0, \infty)$ and degenarated to Schrodinger type in the remain part of the same semi axes the second…
An integro-differential Kolmogorov equation is considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Some properties of those spaces and estimates of the solution are derived using probabilistic representations.
We establish the existence of solutions of the Cauchy problem for a higher-order semilinear parabolic equation by introducing a new majorizing kernel. We also study necessary conditions on the initial data for the existence of local-in-time…
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…
In this article, we consider parabolic equations of the type $$\partial_t u(x,t)=\Delta u(x,t) - Bu(x,t) + F(u(x,t))$$ where $u$ is valued in a transverse Hilbert space $Y$ and $B$ is a positive self-adjoint operator on $Y$, allowing a…
We study the copolynomials of $n$ variables, i.e. $K$-linear mappings from the ring of polynomials $K[x_1,...,x_n]$ into the commutative ring $K$. We prove an existence and uniqueness theorem for a linear differential equation of infinite…
A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$…
The existence and uniqueness of solutions of the Cauchy problem to a a stochastic parabolic integro-differential equation is investigated. The equattion considered arises in nonlinear filtering problem with a jump signal process and jump…
In this paper, we establish a sharp $C^{2+\alpha}$-theory for stochastic partial differential equations of parabolic type in the whole space.
The parabolic integro-differential Cauchy problem with spatially dependent coefficients is considered in generalized Bessel potential spaces where smoothness is defined by L\'evy measures with O-regularly varying profile. The coefficients…
In this paper we consider the evolution equation $\partial_t u=\Delta_\mu u+f$ and the corresponding Cauchy problem, where $\Delta_\mu$ represents the Bessel operator $\partial_x^2+(\frac{1}{4}-\mu^2)x^{-2}$, for every $\mu>-1$. We…
In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.
We are concerned with the problem of recovering the radial kernel $k$, depending also on time, in the parabolic integro-differential equation $$D_{t}u(t,x)={\cal A}u(t,x)+\int_0^t k(t-s,|x|){\cal B}u(s,x)ds +\int_0^t D_{|x|}k(t-s,|x|){\cal…