%0 Journal Article
%T SPDEs in divergence form with VMO coefficients and filtering theory of partially observable diffusion processes with Lipschitz coefficients
%A N. V. Krylov
%J Mathematics
%D 2009
%I arXiv
%X We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form filtering equation which are usually considered in terms of formally adjoint to operators in nondivergence form.
%U http://arxiv.org/abs/0903.0877v1