On the Cauchy problem for parabolic integro-differential equations in generalized Hölder spaces

Abstract

An integro-differential Kolmogorov equation is considered in Hölder-type spaces defined by a scalable Lévy measure. Some properties of those spaces and estimates of the solution are derived using probabilistic representations.

Cited by in corpus (2)

• On solvability of integro-differential equations
• On the Cauchy problem for integro-differential equations with space-dependent operators in generalized Hölder classes