caa a22 4500 445842067 CHVBK 20180317145347.0 cr unu---uuuuu 170323e20110801xx s 000 0 eng 10.1007/s00245-010-9131-8 doi (NATIONALLICENCE)springer-10.1007/s00245-010-9131-8 Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes [Elektronische Daten] [R. Mikulevicius, H. Pragarauskas] The existence and uniqueness in Hölder spaces of solutions of the Cauchy problem to a stochastic parabolic integro-differential equation of the order α≤2 is investigated. The equation considered arises in a filtering problem with a jump signal process and a jump observation process. Springer Science+Business Media, LLC, 2010 Stochastic parabolic integro-differential equations nationallicence Nonlinear filtering of jump processes nationallicence Stochastic Hölder spaces nationallicence Mikulevicius R. University of Southern California, Los Angeles, USA aut Pragarauskas H. Institute of Mathematics and Informatics, Vilnius University, Vilnius, Lithuania aut Applied Mathematics & Optimization Springer-Verlag 64/1(2011-08-01), 37-69 0095-4616 64:1<37 2011 64 245 https://doi.org/10.1007/s00245-010-9131-8 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00245-010-9131-8 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Mikulevicius R. University of Southern California, Los Angeles, USA aut NATIONALLICENCE 700 1- Pragarauskas H. Institute of Mathematics and Informatics, Vilnius University, Vilnius, Lithuania aut NATIONALLICENCE 773 0- Applied Mathematics & Optimization Springer-Verlag 64/1(2011-08-01), 37-69 0095-4616 64:1<37 2011 64 245 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer