Integro-differential operators associated with diffusion processes with jumps
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- Lenhart, S. Appl Math Optim (1982) 9: 177. doi:10.1007/BF01460124
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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.