On L_p-Solvability of Stochastic Integro-Differential Equations

Istvan Gyongy, Sizhou Wu

Research output: Contribution to journalArticlepeer-review


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.
Original languageEnglish
Number of pages40
JournalStochastics and Partial Differential Equations: Analysis and Computations
Early online date22 Jan 2020
Publication statusE-pub ahead of print - 22 Jan 2020


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