On Solvability of Integro-Differential Equations

Marta de León-Contreras, Istvan Gyongy, Sizhou Wu

Research output: Contribution to journalArticlepeer-review


A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces and in Sobolev-Slobodeckij spaces. Generalisations to stochastic integro-differential equations, arising in filtering theory of jump diffusions, will be given in a forthcoming paper.
Original languageEnglish
Number of pages36
JournalPotential analysis
Early online date25 Aug 2020
Publication statusE-pub ahead of print - 25 Aug 2020


Dive into the research topics of 'On Solvability of Integro-Differential Equations'. Together they form a unique fingerprint.

Cite this