STOCHASTIC-EVOLUTION EQUATIONS IN HILBERT-SPACES

Authors
ITO K
Citation
K. Ito, STOCHASTIC-EVOLUTION EQUATIONS IN HILBERT-SPACES, Applied mathematics & optimization, 32(3), 1995, pp. 255-279
Citations number
10
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics & optimization → ACNP
ISSN journal
00954616
Volume
32
Issue
3
Year of publication
1995
Pages
255 - 279
Database
ISI
SICI code
0095-4616(1995)32:3<255:SEIH>2.0.ZU;2-9
Abstract
In this paper we consider Ito's stochastic differential equation in Hi lbert spaces. A strong solution is generated by the difference approxi mation. A regularity result is obtained for solutions to a class of pa rabolic stochastic partial differential equations. Hyperbolic stochast ic evolution equations are also discussed.