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    Stochastic evolution equations with random generators

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    NualartD_AP_26(1)149.pdf (229.5Kb)
    Issue Date
    1998-05-01
    Author
    Leon, Jorge A.
    Nualart, David
    Publisher
    Institute of Mathematical Statistics (IMS)
    Type
    Article
    Article Version
    Scholarly/refereed, publisher version
    Metadata
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    Abstract
    We prove the existence of a unique mild solution for a stochastic evolution equation on a Hilbert space driven by a cylindrical Wiener process. The generator of the corresponding evolution system is supposed to be random and adapted to the filtration generated by the Wiener process. The proof is based on a maximal inequality for the Skorohod integral deduced from the Itô’s formula for this anticipating stochastic integral.
    Description
    This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.
    URI
    http://hdl.handle.net/1808/17054
    DOI
    https://doi.org/10.1214/aop/1022855415
    Collections
    • Mathematics Scholarly Works [282]
    Citation
    Le{\'o}n, Jorge A.; Nualart, David. Stochastic evolution equations with random generators. Ann. Probab. 26 (1998), no. 1, 149--186. http://dx.doi.org/10.1214/aop/1022855415.

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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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