Generalized Solutions to Stochastic Systems with Multiplicative Noise in Gelfand–shilov Spaces
نویسندگان
چکیده
The Cauchy problem for systems of differential equations with multiplicative random perturbations in the form of infinitedimensional Ito integrals is studied. For the systems correct by Petrovskii, conditionally correct and incorrect we point out Gelfand–Shilov spaces of generalized functions where a generalized solution coincides with a mild solution. AMS Mathematics Subject Classification (2010): 46F25, 47D06, 34K30, 60H40
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