Integro-differential equations with L{é}vy operators for degenerate jumps depending on spaces and gradients
arXiv:1012.3069
Abstract
We establish the comparison principle and the existence of solutions of the integro-differential equations with L{é}vy operators. The L{é}vy operators of our interest are infinitesmal generator of the jump processes which could be degenerate and may depend on the gradient of the solutions.
Submitted in May 2011, to JMPA