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Can I read On $$L_p$$-solvability of stochastic integro-differential equations on EtoBox?
On $$L_p$$-solvability of stochastic integro-differential equations by István Gyöngy; Sizhou Wu is a Mathematics article available to read on EtoBox.
What is On $$L_p$$-solvability of stochastic integro-differential equations about?
## Abstract A class of (possibly) degenerate stochastic integro-differential equations of parabolic type is considered, which includes the Zakai equation in nonlinear filtering for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces.
Who reads On $$L_p$$-solvability of stochastic integro-differential equations?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- István Gyöngy; Sizhou Wu
- Publisher
- Springer-Verlag; Springer New York; Springer Science and Business Media LLC (ISSN 2194-0401)
- Published
- 2020
- Language
- EN
- ISBN
- 9784007201905
- Field
- Mathematics (Physical Sciences)