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On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure
Stochastics and Partial Differential Equations: Analysis and Computations ( IF 1.5 ) Pub Date : 2020-03-29 , DOI: 10.1007/s40072-020-00170-x
R. Mikulevicius , C. Phonsom

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of \(L_{p}\) spaces of functions whose regularity is defined by a Lévy measure with O-regularly varying radial profile. Existence and uniqueness of a solution is proved by deriving apriori estimates. Some probability density function estimates of the associated Lévy process are used as well.



中文翻译:

径向O-正规变Lévy测度的随机积分-微分方程的柯西问题

在函数的\(L_ {p} \)空间的尺度上考虑抛物线积分微分非退化Cauchy问题,其规则性由具有O规则变化的径向轮廓的Lévy测度定义。通过推导先验估计来证明解决方案的存在性和唯一性。还使用了相关Lévy过程的一些概率密度函数估计。

更新日期:2020-03-29
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