On invariance of linear subspaces for stochastic evolution equations (Q2732361)

Let NEWLINE\[NEWLINEdX+ (AX+ D(t, X)) dt+ B(t, X) dW(t),\quad X(t_0)= x_0,\quad t\in [t_0, T]\tag{1}NEWLINE\]NEWLINE be an Itô equation on a Hilbert space \(H\), where \(A: H\supset D(A)\to H\) is a linear operator, \(D\) and \(B\) are Lipschitz continuous and \(W\) is a cylindrical Wiener process. The author studies the invariance problem related to equation (1) for linear subspaces of \(H\). He gives necessary and sufficient conditions for the invariance property.