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Integro-differential equations with L{é}vy operators for degenerate jumps depending on spaces and gradients

Published 14 Dec 2010 in math.AP and math.PR | (1012.3069v2)

Abstract: We establish the comparison principle and the existence of solutions of the integro-differential equations with L{\'e}vy operators. The L{\'e}vy operators of our interest are infinitesmal generator of the jump processes which could be degenerate and may depend on the gradient of the solutions.

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