Applied Mathematics and Optimization

, Volume 9, Issue 1, pp 177–191

Integro-differential operators associated with diffusion processes with jumps

  • Suzanne Lenhart

DOI: 10.1007/BF01460124

Cite this article as:
Lenhart, S. Appl Math Optim (1982) 9: 177. doi:10.1007/BF01460124


We show existence andWloc2,p ⋂ W1,∞-regularity results for the integro-differential equation, associated with a diffusion process with jumps on a bounded domain. The second order elliptic partial differential operator and the integral operator involved here are both maximum principle type operators, which enables us to makeW1,∞ a priori estimates.

Copyright information

© Springer-Verlag New York Inc. 1982

Authors and Affiliations

  • Suzanne Lenhart
    • 1
  1. 1.Department of MathematicsUniversity of TennesseeKnoxvilleUSA