Stochastic evolution equations

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Publication:5904762

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DOI10.1007/BF01084893zbMath0462.60060MaRDI QIDQ5904762

Nicolai V. Krylov, Boris L. Rosovskii

Publication date: 1981

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic evolution equations Ito's formula stochastic integrals with respect to a Hilbert space valued Wiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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