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arXiv 1907.04876math.APmath.PR
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随机积分微分方程的$L_p$ -可解性

On $L_p$-Solvability of Stochastic Integro-Differential Equations

István Gyöngy, Sizhou Wu

摘要:

考虑一类(可能)退化的抛物型随机积分微分方程,其中包含跳扩散非线性滤波中的Zakai方程.在Bessel位势空间中建立了解的存在唯一性。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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