51 citations · 143 across the 18 of their papers we have counts for
4 papers · 1 filter
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…
On the rate of convergence of weak Euler approximation for non-degenerate SDEs
R. Mikulevicius, C. Zhang
The paper estimates the rate of convergence of the weak Euler approximation for the solutions of SDEs with Hoelder continuous coefficients driven by point and martingale measures.…
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.