We consider a transport-diffusion equation with L\'{e}vy noises and H\"{o}lder continuous coefficients. By using the heat kernel estimates, we derive the Schauder estimates for the mild solutions. Moreover, when the… Click to show full abstract
We consider a transport-diffusion equation with L\'{e}vy noises and H\"{o}lder continuous coefficients. By using the heat kernel estimates, we derive the Schauder estimates for the mild solutions. Moreover, when the transport term vanishes and $p=2$, we show that the H\"{o}lder index in space variable is optimal.
               
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