Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type

Details Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type

2010-08-11

arxiv.org/abs/1008.1884v2

Mathematics

Probability

21 pages, correct some typos

Scientific paper

We investigate stochastic differential equations with jumps and irregular
coefficients, and obtain the existence and uniqueness of generalized stochastic
flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions
or measure-valued solutions for second order integro-differential equation of
Fokker-Planck type.

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