Stochastic evolution equations in

From MaRDI portal





Existence and uniqueness are considered for solutions of a general stochastic evolution equation \(dX=(AX+F(X))dt+\sum(X)dW\), \(x(0)=X_0\), with space-time white noise \(W\). The solution is defined by a stochastic integral equation with the evolution operator. Comparison theorems are proved, too.




Cited in
(52)








This page was built for publication: Stochastic evolution equations in

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4242645)