Electronic Journal of Probability

On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces

Remigijus Mikulevicius and Henrikas Pragarauskas

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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.

Article information

Electron. J. Probab., Volume 10 (2005), paper no. 42, 1398-1416.

Accepted: 16 December 2005
First available in Project Euclid: 1 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60J75: Jump processes
Secondary: 35K20: Initial-boundary value problems for second-order parabolic equations

Markov jump processes parabolic integro-differential equations

This work is licensed under aCreative Commons Attribution 3.0 License.


Mikulevicius, Remigijus; Pragarauskas, Henrikas. On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces. Electron. J. Probab. 10 (2005), paper no. 42, 1398--1416. doi:10.1214/EJP.v10-292. https://projecteuclid.org/euclid.ejp/1464816843

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