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On Solvability of Integro-Differential Equations
Potential Analysis ( IF 1.1 ) Pub Date : 2020-08-25 , DOI: 10.1007/s11118-020-09864-2
Marta De León-Contreras , István Gyöngy , Sizhou Wu

A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces and in Sobolev-Slobodeckij spaces. Generalisations to stochastic integro-differential equations, arising in filtering theory of jump diffusions, will be given in a forthcoming paper.



中文翻译:

积分微分方程的可解性

考虑了一类(可能)简并的抛物型积分微分方程,其中包括用于跳扩散的Kolmogorov方程。在Bessel势空间和Sobolev-Slobodeckij空间中建立了解的存在性和唯一性。将在即将发表的论文中给出对随机积分微分方程的一般化,其由跳跃扩散的滤波理论引起。

更新日期:2020-08-25
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