On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure

DOI10.1007/s40072-020-00170-xzbMath1473.45021arXiv1901.03830OpenAlexW3013400273MaRDI QIDQ2045415

C. Phonsom, Remigijus Mikulevičius

Publication date: 12 August 2021

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.03830

zbMATH Keywords

Lévy processesO-regularly varying functionsnonlocal parabolic integro-differential equations

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Stochastic integral equations (60H20) Random integral equations (45R05)

Cites Work

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• \(L^p\)-maximal regularity of nonlocal parabolic equations and applications
• Function spaces related to continuous negative definite functions: ψ-Bessel potential spaces

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