Stochastic evolution equations in locally convex space (Q1096969)
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scientific article; zbMATH DE number 4032730
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| English | Stochastic evolution equations in locally convex space |
scientific article; zbMATH DE number 4032730 |
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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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0.8142916560173035
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0.8079457879066467
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0.8015731573104858
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0.7909648418426514
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