On L_p- theory for stochastic parabolic integro-differential equations
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🧮 math.PR
math.AP
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problemequationintegro-differentialjumpparabolicstochasticarisescauchy
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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, for example, in a filtering problem with a jump signal and jump observation process.
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