A Note On Degenerate Stochastic Integro-Differential Equations

2014/06/21 by Konstantinos Dareiotis, Dareiotis, Konstantinos
Mathematics · #35R09 #60H15 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:35R09 #msc:60H15

paper · pdf · doi:10.48550/arxiv.1406.5649

15 pages

arxiv created 2014/06/21 · arxiv updated 2014/06/24

Abstract

In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.

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