most citedOn the equivalence between some jumping SDEs with rough coefficients and some non-local PDEs

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math.PR2016★ 1 cited

On the equivalence between some jumping SDEs with rough coefficients and some non-local PDEs

Nicolas Fournier, Liping Xu

We study some jumping SDE and the corresponding Fokker-Planck (or Kolmogorov forward) equation, which is a non-local PDE. We assume only some measurability and growth conditions on…