On $L_p$-Solvability of Stochastic Integro-Differential Equations

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.

References in corpus (1)

• A Note On Degenerate Stochastic Integro-Differential Equations

Cited by in corpus (1)

• On Itô formulas for jump processes