{
  "id": "1907.04876",
  "version": "v1",
  "published": "2019-07-10T18:14:28.000Z",
  "updated": "2019-07-10T18:14:28.000Z",
  "title": "On $L_p$-Solvability of Stochastic Integro-Differential Equations",
  "authors": [
    "István Gyöngy",
    "Sizhou Wu"
  ],
  "categories": [
    "math.AP",
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-07-10T18:14:28.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "45K05",
      "60H15",
      "60H20",
      "60J75",
      "35B65"
    ],
    "keywords": [
      "solvability",
      "degenerate stochastic integro-differential equations",
      "bessel potential spaces",
      "zakai equation",
      "parabolic type"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}