Stochastic evolution equations with random generators
Le{\'o}n, Jorge A. ; Nualart, David
Ann. Probab., Tome 26 (1998) no. 1, p. 149-186 / Harvested from Project Euclid
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We prove the existence of a unique mild solution for a stochastic evolution equation on a Hilbert space driven by a cylindrical Wiener process. The generator of the corresponding evolution system is supposed to be random and adapted to the filtration generated by the Wiener process. The proof is based on a maximal inequality for the Skorohod integral deduced from the Itô’s formula for this anticipating stochastic integral.
Publié le : 1998-01-14
Classification:  Stochastic evolution equations,  stochastic anticipating calculus,  Skorohod integral,  60H15,  60H07 
@article{1022855415,
     author = {Le{\'o}n, Jorge A. and Nualart, David},
     title = {Stochastic evolution equations with random generators},
     journal = {Ann. Probab.},
     volume = {26},
     number = {1},
     year = {1998},
     pages = { 149-186},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022855415}
}

Le{\'o}n, Jorge A.; Nualart, David. Stochastic evolution equations with random generators. Ann. Probab., Tome 26 (1998) no. 1, pp.  149-186. http://gdmltest.u-ga.fr/item/1022855415/