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arXiv:1008.1884 [math.PR]AbstractReferencesReviewsResources

Degenerate Irregular SDEs with Jumps and Application to Integro-Differential Equations of Fokker-Planck type

Xicheng Zhang

Published 2010-08-11, updated 2011-03-01Version 2

We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.

Comments: 21 pages, correct some typos
Categories: math.PR, math.AP
Subjects: 60H10
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