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arXiv · 1508.07431

Strict solutions to stochastic parabolic evolution equations in M-type 2 Banach spaces

Ton Viet Ta·Yoshitaka Yamamoto·Atsushi Yagi
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Abstract

We study a stochastic linear evolution equation $dX+A(t)Xdt=F(t)dt+ G(t)dw_t$ 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.

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Ton Viet Ta, Yoshitaka Yamamoto, Atsushi Yagi. 2017-08-23. Strict solutions to stochastic parabolic evolution equations in M-type 2 Banach spaces. https://arxiv.org/abs/1508.07431

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