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2013 Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type
Xicheng Zhang
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Electron. J. Probab. 18: 1-25 (2013). DOI: 10.1214/EJP.v18-2820

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.

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Xicheng Zhang. "Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type." Electron. J. Probab. 18 1 - 25, 2013. https://doi.org/10.1214/EJP.v18-2820

Information

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

zbMATH: 1287.60076
MathSciNet: MR3065865
Digital Object Identifier: 10.1214/EJP.v18-2820

Subjects:
Primary: 60H10

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Vol.18 • 2013
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