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On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces

   
@article{EJP292,
	author = {Remigijus Mikulevicius and Henrikas Pragarauskas},
	title = {On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {10},
	year = {2005},
	keywords = {Markov jump processes, parabolic integro-differential equations},
	abstract = {We study the Cauchy-Dirichlet problem in half-space for linear parabolic integro-differential equations. Sufficient conditions are derived under which the problem has a unique solution in weighted Hoelder classes. The result can be used in the regularity analysis of certain functionals arising in the theory of Markov processes.},
	pages = {no. 42, 1398-1416},
	issn = {1083-6489},
	doi = {10.1214/EJP.v10-292},    
        url = {http://ejp.ejpecp.org/article/view/292}}