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Published in 2019 at "Integral Equations and Operator Theory"
DOI: 10.1007/s00020-019-2508-4
Abstract: We study the regularity of solutions to the integro-differential equation $$Af-\lambda f=g$$Af-λf=g associated with the infinitesimal generator A of a Lévy process. We show that gradient estimates for the transition density can be used to…
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Keywords:
equations associated;
associated generators;
estimates equations;
infinitesimal generator ... See more keywords
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Published in 2019 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2018.12.066
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 $p=2$,…
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Keywords:
estimates stochastic;
stochastic transport;
schauder estimates;
transport diffusion ... See more keywords