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arXiv · 1704.05582

Schauder estimates for stochastic transport-diffusion equations with Lévy processes

Jinlong Wei·Jinqiao Duan·Guangying Lv
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Abstract

We consider a transport-diffusion equation with Lévy noises and Hölder continuous coefficients. By using the heat kernel estimates, we derive the Schauder estimates for the mild solutions. Moreover, when the transport term vanishes and $p=2$, we show that the Hölder index in space variable is optimal.

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Jinlong Wei, Jinqiao Duan, Guangying Lv. 2017-04-19. Schauder estimates for stochastic transport-diffusion equations with Lévy processes. https://arxiv.org/abs/1704.05582

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