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Generalized stochastic evolution equations
Authors:Kenneth L. Kuttler  Ji Li
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
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.
Keywords:60G44   60H05   60H15   60H20   35R60   35M13
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