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.
On solvability of integro-differential equations
On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models
On the solvability of the Brinkman-Forchheimer-extended Darcy equation
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