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math.AP2019★ 4 cited
On -Solvability of Stochastic Integro-Differential Equations
István Gyöngy, Sizhou Wu
A class of (possibly) degenerate stochastic integro-differential equations of parabolic type is considered, which includes the Zakai equation in nonlinear filtering for jump diffus…
math.AP2018
On solvability of integro-differential equations
Marta De León-Contreras, István Gyöngy, Sizhou Wu
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniquene…