On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
Remigijus Mikulevicius,
Henrikas Pragarauskas,
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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