English

On L_{p}-estimates of some singular integrals related to jump processes

Probability 2012-08-14 v4

Abstract

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.

Keywords

Cite

@article{arxiv.1008.3044,
  title  = {On L_{p}-estimates of some singular integrals related to jump processes},
  author = {R. Mikulevicius and H. Pragarauskas},
  journal= {arXiv preprint arXiv:1008.3044},
  year   = {2012}
}