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


 
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1. Title Title of document On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
 
2. Creator Author's name, affiliation, country Remigijus Mikulevicius; University of Southern California
 
2. Creator Author's name, affiliation, country Henrikas Pragarauskas; Institute of Mathematics and Informatics
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Markov jump processes, parabolic integro-differential equations
 
3. Subject Subject classification 60J75, 35K20
 
4. Description 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.
 
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7. Date (YYYY-MM-DD) 2005-12-16
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/292
 
10. Identifier Digital Object Identifier 10.1214/EJP.v10-292
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 10
 
12. Language English=en
 
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