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Stochastic evolution equations with random generators
| dc.contributor.author | Leon, Jorge A. | |
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2015-03-11T20:36:18Z | |
| dc.date.available | 2015-03-11T20:36:18Z | |
| dc.date.issued | 1998-05-01 | |
| dc.identifier.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. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17054 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415. | en_US |
| dc.description.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. | en_US |
| dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | Stochastic evolution equations | en_US |
| dc.subject | Skorohod integral | en_US |
| dc.subject | stochastic anticipating calculus | en_US |
| dc.title | Stochastic evolution equations with random generators | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1214/aop/1022855415 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess |
