The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise |
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| Authors: | I V Melnikova M A Alshanskiy |
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| Institution: | 1.Institute of Mathematics and Computer Science,Ural Federal University,Yekaterinburg,Russia;2.Institute of Radioelectronics and Informational Technologies,Ural Federal University,Yekaterinburg,Russia |
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| Abstract: | We study the existence, uniqueness, and stability of a solution to the Cauchy problem for a stochastic differential equation with multiplicative noise in the spaces of generalized random variables with values in a Hilbert space. |
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