Parabolic Littlewood-Paley inequality for phi (-Delta)-type operators and applications to stochastic integro-differential equations

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초록

In this paper we prove a parabolic version of the Littlewood-Paley inequality (1.4) for the operators of the type phi(-Delta), where phi is a Bernstein function. As an application, We construct an L-p-theory for the stochastic integro-differential equations of the type du = (-phi(-Delta)u dt + gdW(t). (C) 2013 Elsevier Inc. All rights reserved.

키워드

Parabolic Littlewood Paley inequality; Stochastic partial differential equations; Integro-differential operators; Levy processes; Estimates of transition functions; JUMP-PROCESSES
제목
Parabolic Littlewood-Paley inequality for phi (-Delta)-type operators and applications to stochastic integro-differential equations
저자
Kim, Ildoo; Kim, Kyeong-Hun; Kim, Panki
DOI
10.1016/j.aim.2013.09.008
발행일
2013-12-20
유형
Article
저널명
Advances in Mathematics
권
249
페이지
161 ~ 203