A note on nonlinear stochastic equations in Hilbert spaces (Q689532): Difference between revisions

This paper is devoted to study weak and strong solutions of the stochastic evolution equation of the form \[ dX(t)=(AX(t)+f(X(t)))dt+g(X(t))dW,\quad X(0)= x_ 0, \] \(A\) is a generator of an analytic semigroup \(S(t)\) of bounded operators on Hilbert space \(H\) and \(W\) is a cylindrical Wiener process. The process \(X\) is a strong solution if and only if \(X\) satisfies the integral equation: \[ X(t)=S(t)x_ 0+\int^ t_ 0S(t-s)f(X(s)) ds+\int^ t_ 0S(t- s)g(X(s))dW_ s \] with given \(W\). The equation has a weak solution if \(X\) and \(W\) exist, on some probability space, and satisfy the integral equation. The conditions for existence of a unique strong solution as well as a weak solution are given. These results are proved by using factorization method. This paper is a continuation of the paper of the author and \textit{B. Gołdys} [On weak solutions of stochastic equations in Hilbert spaces (to appear in Stochastics Rep.)].