## Electronic Journal of Probability

### Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type

Xicheng Zhang

#### Abstract

We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness ofgeneralized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or measure-valued solutionsfor second order integro-differential equation of Fokker-Planck type.

#### Article information

Source
Electron. J. Probab., Volume 18 (2013), paper no. 55, 25 pp.

Dates
Accepted: 20 May 2013
First available in Project Euclid: 4 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1465064280

Digital Object Identifier
doi:10.1214/EJP.v18-2820

Mathematical Reviews number (MathSciNet)
MR3065865

Zentralblatt MATH identifier
1287.60076

Rights

#### Citation

Zhang, Xicheng. Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type. Electron. J. Probab. 18 (2013), paper no. 55, 25 pp. doi:10.1214/EJP.v18-2820. https://projecteuclid.org/euclid.ejp/1465064280

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