Article ID Journal Published Year Pages File Type
4610568 Journal of Differential Equations 2014 27 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
, ,