Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations

DOI10.1214/12-AAP851zbMath1266.60122arXiv1106.3601OpenAlexW1994134069MaRDI QIDQ1931326

Xicheng Zhang

Publication date: 25 January 2013

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.3601

zbMATH Keywords

Lévy processesfractal Burgers equationFeyman-Kac formula

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Integro-partial differential equations (35R09)

Related Items (10)

\(L^p\)-maximal hypoelliptic regularity of nonlocal kinetic Fokker-Planck operators ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ Uniqueness for fractional parabolic and elliptic equations with drift ⋮ Well-posedness of fully nonlinear and nonlocal critical parabolic equations ⋮ \(L^p\)-maximal regularity of nonlocal parabolic equations and applications ⋮ Stochastic flows for Lévy processes with Hölder drifts ⋮ Supercritical SDEs driven by multiplicative stable-like Lévy processes ⋮ Probabilistic approach for semi-linear stochastic fractal equations ⋮ Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient ⋮ Deep learning schemes for parabolic nonlocal integro-differential equations

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