Differential equations in spaces of abstract stochastic distributions

Аннотация

Stochastic Itô equations with additive and multiplicative noise in separable Hilbert spaces are studied by reducing them to differential-operator equations in spaces of generalized Hilbert space-valued random variables. Results on the existence and uniqueness of solutions in these spaces are obtained by using the S-transform technique and methods of the theory of semigroups of linear operators.