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Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type

   
@article{EJP2820,
	author = {Xicheng Zhang},
	title = {Degenerate irregular SDEs with jumps and application to integro-differential equations of Fokker-Planck type},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {18},
	year = {2013},
	keywords = {DiPerna-Lions theory, Generalized stochastic flows, Poisson point processes, Fokker-Planck equations},
	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.},
	pages = {no. 55, 1-25},
	issn = {1083-6489},
	doi = {10.1214/EJP.v18-2820},    
        url = {http://ejp.ejpecp.org/article/view/2820}}