Generalized solutions of differential-operator equations with singular white noise (Q362478)

Consider the first-order equation \[ X'(t)=AX(t)+B\mathbb{W}(t), \tag{1} \] where \(t\in [0,\tau)\), \(\tau\leq \infty\), \(X(0)=\zeta\). The main aim of this paper is to deal with the construction of generalized solutions of the stochastic Cauchy problem (1), where \(A\) is the generator of some regularized semigroup in the Hilbert space \(H\), \(\{\mathbb{W}(t), t\geq 0\}\) is an \(\mathbb{H}\)-valued generalized white noise process and \(B\in\mathcal{L}(\mathbb{H};H)\). Two interesting and strong theorems are obtained: Theorem 2 and Theorem 4. Theorem 2 is proved in two steps. In this case, a solution generalized with respect to time and random variables for problem (1) is constructed with generators of integrated semigroups and with an inhomogeneity in the form of white noise. In the other important and interesting theorem, Theorem 4, a solution of problem (1) is constructed with a white noise and with generators of \(R\)-semigroups, which is generalized with respect to the random variable and the variable of the space \(H\). All solutions constructed are represented as two terms, the first of which reflects the influence of initial conditions, and the other (a generalized stochastic convolution) represents the influence of random perturbations.