51 citations · 88 across the 5 of their papers we have counts for
5 papers
On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
R. Mikulevicius, H. Pragarauskas
The existence and uniqueness in Sobolev spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order α\in(0,2) is investigated. The principal p…
On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
R. Mikulevicius, H. Pragarauskas
The existence and uniqueness in Hölder spaces of solutions of the Cauchy problem to parabolic integro-differential equation of the order α\in(0,2) is investigated. The principal pa…
On L_p- theory for stochastic parabolic integro-differential equations
R. Mikulevicius, H. Pragarauskas
The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coeffi…
Model problem for integro-differential Zakai equation with discontinuous observation processes in Hölder spaces
R. Mikulevicius, H. Pragarauskas
The existence and uniqueness of solutions of the Cauchy problem to a a stochastic parabolic integro-differential equation is investigated. The equattion considered arises in nonlin…
On L_{p}-estimates of some singular integrals related to jump processes
R. Mikulevicius, H. Pragarauskas
We estimate fractional Sobolev and Besov norms of some singular integrals arising in the model problem for the Zakai equation with discontinuous signal and observation.