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 Electronic Journal of Probability > Vol. 10 (2005) > Paper 42 open journal systems 


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.


Full text: PDF

Pages: 1398-1416

Published on: December 16, 2005
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Electronic Journal of Probability. ISSN: 1083-6489