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Zbl 0591.60054
Kotelenez, P.
On the semigroup approach to stochastic evolution equations. (English)
[A] Stochastic space-time models and limit theorems, Math. Appl., D. Reidel Publ. Co. 19, 95-139 (1985).

[For the entire collection see Zbl 0582.00017.] \par The author considers a class of stochastic evolution equations in which the stochastic term is state independent, but need only be finitely additive on the state space H, e.g. the case of cylindrical Brownian motion on H. In addition he allows for delays in the state variables and also discusses the nonlinear case. He obtains well defined solutions by enlarging the state space to a strong dual of a nuclear Fréchet space. The set up is illustrated by several examples from the literature.
[R.Curtain]

MSC 2000:: *60H15 Stochastic partial differential equations
60G44 Martingales with continuous parameter

Keywords: Gel'fand triple; stochastic evolution equations; finitely additive; nuclear Fréchet space

Citations: Zbl 0582.00017

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