The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels

zbMath1196.47037MaRDI QIDQ1043682

Moritz Kassmann, Helmut Abels

Publication date: 9 December 2009

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1256564200

zbMATH Keywords

Cauchy problemMarkov processesjump processesLévy type operatorpseudo-differential operator

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Functional calculus for linear operators (47A60) General theory of stochastic processes (60G07) Transition functions, generators and resolvents (60J35) Parabolic equations and parabolic systems (35K99) Integro-differential operators (47G20) Pseudodifferential operators (47G30)

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