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- W2963487922 abstract "The existence and uniqueness in Sobolev spaces of solutions of the Cauchy problem to parabolic integro-differential equation with variable coefficients of the order α∈(0,2) is investigated. The principal part of the operator has kernel m(t,x,y)/|y|d+α with a bounded nondegenerate m, Hölder in x and measurable in y. The lower order part has bounded and measurable coefficients. The result is applied to prove the existence and uniqueness of the corresponding martingale problem." @default.
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- W2963487922 date "2014-02-01" @default.
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- W2963487922 title "On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem" @default.
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- W2963487922 doi "https://doi.org/10.1016/j.jde.2013.11.008" @default.
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