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 in a filtering problem with a jump signal and jump observation process.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Stochastic Partial Differential Equations: Analysis and Computations
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.