Title of article :
On Hِlder solutions of the integro-differential Zakai equation
Author/Authors :
Mikulevicius، نويسنده , , R. and Pragarauskas، نويسنده , , H.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
The existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. The equation considered arises in a nonlinear filtering problem with a jump signal process and continuous observation.
Keywords :
Nonlinear filtering of jump processes , Zakai equation , Stochastic partial integro-differential equations
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
