Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type

Abstract

We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.

arXiv comment21 pages, correct some typos