Sizhou Wu

activity

20182026

most citedOn

L_{p}

-Solvability of Stochastic Integro-Differential Equations

4 citations · 13 across the 6 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

math.AP2019★ 4 cited

On $L_{p}$ -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.PR2019★ 3 cited

Itô's formula for jump processes in $L_{p}$ -spaces

István Gyöngy, Sizhou Wu

We present an Itô formula for the $L_{p}$ -norm of jump processes having stochastic differentials in $L_{p}$ -spaces. The main results extend well-known theorems of Krylov to the case of…

On Lp​-Solvability of Stochastic Integro-Differential Equations

Itô's formula for jump processes in Lp​-spaces

On $L_{p}$ -Solvability of Stochastic Integro-Differential Equations

Itô's formula for jump processes in $L_{p}$ -spaces