Abstract stochastic equations. I: Classical and distributional solutions (Q1848062)

The authors study distributional solutions with respect to the variable from \(H\) and with respect to \(t\) for linear stochastic evolution equations of the form \[ u'(t)=Au(t)+ B\omega(t),\;t\in [0,T),\;T\leq\infty,\quad u(0)= \xi, \] and \[ du(t)=Au(t)dt +BdW(t),\;t\in [0,T),\;T\leq\infty,\quad u(0)= \xi, \] where \(A\) and \(B\) are linear operators on a Hilbert space \(H\), \(\{W(t)\), \(t\geq 0\}\) is the white noise, \(W(t)=\{W(t,\omega),t\geq 0,\;\omega\in \Omega\}\) is the Brownian motion in the infinite-dimensional space. The paper gives an introduction to the theory of abstract stochastic equations, including such different fields of mathematics as random processes, differential-operator equations, and distributions, which is accessible to nonspecialists in these fields who are interested in applications.