Strict solutions to stochastic parabolic evolution equations in M-type 2 banach spaces

Ton Viet Ta, Yoshitaka Yamamoto, Atsushi Yagi

Research output: Contribution to journalArticle

Abstract

We study a stochastic linear evolution equation dX + A(t)X dt = F (t)dt + G(t)dwt in a Banach space of M-type 2. We construct unique strict solutions to the equation on the basis of the theory of deterministic linear evolution equations. The abstract results are applied to stochastic diffusion equations.

Original languageEnglish
Pages (from-to)191-217
Number of pages27
JournalFunkcialaj Ekvacioj
Volume61
Issue number2
DOIs
Publication statusPublished - Jan 1 2018

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Parabolic Equation
Evolution Equation
Linear equation
Banach space
Diffusion equation
Stochastic Equations

All Science Journal Classification (ASJC) codes

  • Analysis
  • Algebra and Number Theory
  • Geometry and Topology

Cite this

Strict solutions to stochastic parabolic evolution equations in M-type 2 banach spaces. / Ta, Ton Viet; Yamamoto, Yoshitaka; Yagi, Atsushi.

In: Funkcialaj Ekvacioj, Vol. 61, No. 2, 01.01.2018, p. 191-217.

Research output: Contribution to journalArticle

Ta, Ton Viet ; Yamamoto, Yoshitaka ; Yagi, Atsushi. / Strict solutions to stochastic parabolic evolution equations in M-type 2 banach spaces. In: Funkcialaj Ekvacioj. 2018 ; Vol. 61, No. 2. pp. 191-217.
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