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arXiv · 1805.03232

On the Cauchy problem for stochastic integrodifferential parabolic equations in the scale of Lp-spaces of generalized smoothness

R. Mikulevicius·C. Phonsom
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Abstract

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure. Some rough probability density function estimates of the associated Levy process are used as well.

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R. Mikulevicius, C. Phonsom. 2018-05-08. On the Cauchy problem for stochastic integrodifferential parabolic equations in the scale of Lp-spaces of generalized smoothness. https://arxiv.org/abs/1805.03232

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