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arXiv · 1901.03830

On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Levy measure

R. Mikulevicius·C. Phonsom
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Abstract

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 is proved by deriving apriori estimates. Some probability density function estimates of the associated Levy process are used as well.

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R. Mikulevicius, C. Phonsom. 2019-01-12. On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Levy measure. https://arxiv.org/abs/1901.03830

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