| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4611986 | Journal of Differential Equations | 2008 | 29 Pages |
Abstract
Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Itô formula is proved which is applied to prove the existence of strong solutions for a class of stochastic evolution equations in UMD Banach spaces. The abstract results are applied to prove regularity in space and time of the solutions of the Zakai equation.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
