Infinite dimensional stochastic equation with multiplicative noise in spaces of stochastic distributions (Q2853218)

The authors investigate existence of a strong solution of a stochastic differential equation involving multiplicative noise. Solutions are found in the spaces of Hilbert space-valued generalized stochastic functionals (separable Hilbert space-valued Kondratiev distributions). After applying the Hermite transform, the stochastic differential equation reduces to a deterministic equation which can be solved by classical \(C_0\)-semigroup theory.