Abstract
We study the Cauchy-Dirichlet problem in half-space for linear parabolic integro-differential equations. Sufficient conditions are derived under which the problem has a unique solution in weighted Hoelder classes. The result can be used in the regularity analysis of certain functionals arising in the theory of Markov processes.
Citation
Remigijus Mikulevicius. Henrikas Pragarauskas. "On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces." Electron. J. Probab. 10 1398 - 1416, 2005. https://doi.org/10.1214/EJP.v10-292
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