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.
All Science Journal Classification (ASJC) codes
- Algebra and Number Theory
- Geometry and Topology