A viability theorem of stochastic semilinear evolution equations (Q1758944)

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scientific article; zbMATH DE number 6108391
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    A viability theorem of stochastic semilinear evolution equations
    scientific article; zbMATH DE number 6108391

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      A viability theorem of stochastic semilinear evolution equations (English)
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      19 November 2012
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      In a separable Hilbert space, the author considers a stochastic equation \[ du(t)=(Au(t)+f(u(t)))dt+b(u(t))dW(t),\quad 0\leq t\leq T,\quad u(0)=u_0. \] The viability problem for the solution of this equation is formulated and solved in terms of the existence problem of a certain associated stochastic evolution equation. This result is a generalization of the works [\textit{J. P. Aubin}, Viability theory. Boston, MA etc.: Birkhäuser (1991; Zbl 0755.93003); \textit{J. P. Aubin} and \textit{G. Da Prato}, Ann. Sc. Norm. Super. Pisa, Cl. Sci., IV. Ser. 17, No. 4, 595--613 (1990; Zbl 0741.60046); Stochastic Anal. Appl. 13, No. 1, 1--11 (1995; Zbl 0816.60053)] to the infinite-dimensional case.
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      viability theorem
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      stochastic semilinear evolution equation
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      stochastic partial differential equation
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      mild solutions
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