On the Cauchy problem for integro-differential equations with space-dependent operators in generalized H\"older classes
Abstract
Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"older-type spaces defined by a scalable L\'evy measure. Probabilistic representations are used to prove continuity of the operator. Existence and uniqueness of the solution are established and some regularity estimates are obtained.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.