A Note On Degenerate Stochastic Integro-Differential Equations
Probability
2014-06-24 v1
Abstract
In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.
Keywords
Cite
@article{arxiv.1406.5649,
title = {A Note On Degenerate Stochastic Integro-Differential Equations},
author = {Konstantinos Dareiotis},
journal= {arXiv preprint arXiv:1406.5649},
year = {2014}
}
Comments
15 pages