A Unified Existence and Uniqueness Theorem for Stochastic Evolution Equations

نویسندگان

  • A. JENTZEN
  • P. E. KLOEDEN
چکیده

An existence and uniqueness theorem for mild solutions of stochastic evolution equations is presented and proved. The diffusion coefficient is handled in a unified way which allows a unified theorem to be formulated for different cases, in particular, of multiplicative space–time white noise and trace-class noise. 2000 Mathematics subject classification: primary 60H15; secondary 35K90.

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تاریخ انتشار 2010