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

Abstract

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution is proved by deriving apriori estimates. Some probability density function estimates of the associated Levy process are used as well.

arXiv admin note: text overlap with arXiv:1805.03232