Stochastic evolution equations in locally convex space

Ito’s stochastic integral is defined with respect to a Wiener process taking values in a locally convex space and Ito’s formula is proved. Existence and uniqueness theorem is proved in a locally convex space for a class of stochastic evolution equations with white noise as a stochastic forcing term. The stochastic forcing term is modelled by a locally convex space valued stochastic integral.