On the Cauchy problem for parabolic SPDEs in Hölder classes
Mikulevicius, R.
Ann. Probab., Tome 28 (2000) no. 1, p. 74-103 / Harvested from Project Euclid
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We study Cauchy’s problem for certain second-order linear parabolic stochastic differential equation (SPDE)driven by a cylindrical Brownian motion.Considering its solution as a function with values in a probability space and using the methods of deterministic partial differential equations, we establish the existence and uniqueness of a strong solution in Hölder classes.
Publié le : 2000-01-14
Classification:  Parabolic stochastic partial differential equations,  Cauchy problem,  60H15,  35K15 
@article{1019160112,
     author = {Mikulevicius, R.},
     title = {On the Cauchy problem for parabolic SPDEs in H\"older
		 classes},
     journal = {Ann. Probab.},
     volume = {28},
     number = {1},
     year = {2000},
     pages = { 74-103},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1019160112}
}

Mikulevicius, R. On the Cauchy problem for parabolic SPDEs in Hölder
		 classes. Ann. Probab., Tome 28 (2000) no. 1, pp.  74-103. http://gdmltest.u-ga.fr/item/1019160112/