Generalized stochastic evolution equations |
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Authors: | Kenneth L. Kuttler Ji Li |
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Affiliation: | 1. Department of Mathematics, Brigham Young University, Provo, UT 84602, United States;2. Institute for Mathematics and its Applications, Minneapolis, MN 55455, United States |
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Abstract: | An approach to generalized stochastic evolution equations is presented which is based on a generalized Ito formula. This allows the consideration of interesting examples which are stochastic generalizations of evolution equations of mixed type or second order in time hyperbolic equations. It includes more standard material involving a Gelfand triple of spaces as a special case. Several examples are given which illustrate the use of the abstract theory presented. |
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Keywords: | 60G44 60H05 60H15 60H20 35R60 35M13 |
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