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arXiv · 1806.07019

On the Cauchy problem for parabolic integro-differential equations in generalized H\"{o}lder spaces

Remigijus Mikulevičius·Fanhui Xu
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Abstract

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.

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Remigijus Mikulevičius, Fanhui Xu. 2018-06-19. On the Cauchy problem for parabolic integro-differential equations in generalized H\"{o}lder spaces. https://arxiv.org/abs/1806.07019

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