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2005 On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
Remigijus Mikulevicius, Henrikas Pragarauskas
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Electron. J. Probab. 10: 1398-1416 (2005). DOI: 10.1214/EJP.v10-292

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.

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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

Information

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

zbMATH: 1110.60079
MathSciNet: MR2191633
Digital Object Identifier: 10.1214/EJP.v10-292

Subjects:
Primary: 60J75
Secondary: 35K20

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