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arXiv · 1008.1884

Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type

Xicheng Zhang
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Abstract

We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.

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Xicheng Zhang. 2010-08-11. Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type. https://arxiv.org/abs/1008.1884

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