On Theory for Integro-Differential Operators with Spatially Dependent Coefficients

S Janreung, T Siripraparat, C Saksurakan - Potential Analysis, 2024 - Springer
The parabolic integro-differential Cauchy problem with spatially dependent coefficients is
considered in generalized Bessel potential spaces where smoothness is defined by Lévy …

On the Non-Degenerate Parabolic Kolmogorov Integro-Differential Equation and Its Applications

F Xu - 2019 - search.proquest.com
This dissertation consists of two parts. In Part I, a stochastic differential equation (SDE)
driven by an α-stable process with α∈[1, 2) is considered. It is assumed that this SDE has a …