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On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Levy measure
R. Mikulevicius, C. Phonsom
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 va…
On some cadlaguity moment estimates of stochastic jump processes
R. Mikulevicius, Fanhui Xu
Using the results of X. Fernique on the compactness of distributions of cadlag random functions, we derive some cadlaguity moment estimates for stochastic processes with jumps.
On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces
R. Mikulevicius, Fanhui Xu
Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of Hölder spaces of functions whose regularity is defined by a radially O-regularly varying…
On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness
R. Mikulevicius, C. Phonsom
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniq…