On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness (Q1732866)

The present paper is a continuation of the authors' previous paper [Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 472--519 (2017; Zbl 1390.45023)]. The paper deals with Cauchy problem for parabolic integro-differential model using \(L_p\)-spaces of functions with scalable Lévy measure. After deriving some estimates, the existence and uniqueness of a solution for this model are proved. The authors also use rough probability density function estimates for the associated Lévy process.