Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type

DOI10.1214/EJP.v18-2820zbMath1287.60076arXiv1008.1884MaRDI QIDQ388929

Xicheng Zhang

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.1884

zbMATH Keywords

Fokker-Planck equationjump-diffusionDiperni-Lions theorygeneralized stochastic flow

Mathematics Subject Classification ID

Related Items (8)

On some properties of space inverses of stochastic flows ⋮ On classical solutions of linear stochastic integro-differential equations ⋮ Optimal harvesting for a stochastic regime-switching logistic diffusion system with jumps ⋮ Singular integrals and Feller semigroups with jump phenomena ⋮ Superposition principle for non-local Fokker-Planck-Kolmogorov operators ⋮ Quantitative stability estimates for Fokker-Planck equations ⋮ Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes ⋮ Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems

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