A class of (possibly) degenerate stochastic integro-differential equations of parabolic type is considered, which includes the Zakai equation in nonlinear filtering for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces.

中文翻译：

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关于$$ L_p $$ L p-随机积分微分方程的可解性

考虑一类（可能）退化的抛物型随机积分-微分方程，其中包括用于跳扩散的非线性滤波中的Zakai方程。解决方案的存在性和唯一性在贝塞尔势空间中得以确立。