On Hölder solutions of the integro-differential Zakai equation
DOI10.1016/J.SPA.2009.05.008zbMATH Open1181.60099OpenAlexW2008143737WikidataQ115341169 ScholiaQ115341169MaRDI QIDQ734637FDOQ734637
Authors: R. Mikulevicius, Henrikas Pragarauskas 
Publication date: 13 October 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2009.05.008
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Zakai equationstochastic partial integro-differential equationsNonlinear filtering of jump processes
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)
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Cited In (17)
- On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
- Weak Euler approximation for Itô diffusion and jump processes
- Short time existence of the classical solution to the fractional mean curvature flow
- On solvability of integro-differential equations
- On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
- An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes
- Probabilistic approach for semi-linear stochastic fractal equations
- On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes
- On classical solutions of linear stochastic integro-differential equations
- Title not available (Why is that?)
- Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures
- On \(L_p\)-theory for stochastic parabolic integro-differential equations
- Weak Euler scheme for Lévy-driven stochastic differential equations
- On \(L_p\)-solvability of stochastic integro-differential equations
- Model problem for integro-differential Zakai equation with discontinuous observation processes
- A regularity theory for stochastic partial differential equations driven by multiplicative space-time white noise with the random fractional Laplacians
- On \(L_{p}\)-estimates of some singular integrals related to jump processes
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