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C. Phonsom

Publications and source records attributed to C. Phonsom.

4 recordsLinked to original sources

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

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.

math.PR

On Lp -theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space

Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying Hörmander condition, the existence and uniqueness is proved in L_{p}-spaces of functions whose regularity is defined by a scalable, possibly nonsymmetric, Levy measure. Some rough probability density function estimates of the associated Levy process are used as well.

math.AP