Stochastic evolution equations in locally convex space (Q1096969)

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Stochastic evolution equations in locally convex space
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    Stochastic evolution equations in locally convex space (English)
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    1986
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    Ito's stochastic integral is defined with respect to a Wiener process taking values in a locally convex space and Ito's formula is proved. An existence and uniqueness theorem is proved in a locally convex space for a class of stochastic evolution equations with white noise as a stochastic forcing term. The stochastic forcing term is modelled by a locally convex space valued stochastic integral.
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    locally convex space
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    stochastic integral
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    Ito's formula
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    stochastic evolution equations
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