Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type
Abstract
We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of Lp-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.
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