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math.PR2019★ 1 cited
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…
math.PR2019
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.