On L_p- theory for stochastic parabolic integro-differential equations
Probability
2013-04-17 v3 Analysis of PDEs
Abstract
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 coefficients independent of space variable is considered. The equation arises, for example, in a filtering problem with a jump signal and jump observation process.
Cite
@article{arxiv.1012.5816,
title = {On L_p- theory for stochastic parabolic integro-differential equations},
author = {R. Mikulevicius and H. Pragarauskas},
journal= {arXiv preprint arXiv:1012.5816},
year = {2013}
}