, Volume 9, Issue 1, pp 177-191

Integro-differential operators associated with diffusion processes with jumps

Rent the article at a discount

Rent now

* Final gross prices may vary according to local VAT.

Get Access

Abstract

We show existence andW loc 2,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 makeW 1,∞ a priori estimates.

Communicated by J. L. Lions