2017/05/25 by Mikulevicius, R., Phonsom, C. · 4 citations
#35B65 #35R09 #60J75 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.1705.09256
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori estimates. Some rough probability density function estimates of the associated Levy process are used as well.