Open Access
2015 Stochastic evolution equations with multiplicative noise
Tijana Levajković, Stevan Pilipović, Dora Seleši, Milica Žigić
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Electron. J. Probab. 20: 1-23 (2015). DOI: 10.1214/EJP.v20-3696


We study parabolic stochastic partial differential equations(SPDEs), driven by two types of operators: one linear closedoperator generating a $C_0-$semigroup and one linear boundedoperator with Wick-type multiplication, all of them set in theinfinite dimensional space framework of white noise analysis. Weprove existence and uniqueness of solutions for this class of SPDEs.In particular, we also treat the stationary case when thetime-derivative is equal to zero.


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Tijana Levajković. Stevan Pilipović. Dora Seleši. Milica Žigić. "Stochastic evolution equations with multiplicative noise." Electron. J. Probab. 20 1 - 23, 2015.


Accepted: 28 February 2015; Published: 2015
First available in Project Euclid: 4 June 2016

zbMATH: 1321.60137
MathSciNet: MR3317161
Digital Object Identifier: 10.1214/EJP.v20-3696

Primary: 60H30
Secondary: 46N30 , 47D06 , 60G20 , 60H07 , 60H40

Keywords: $C_0-$semigroup , chaos expansion , generalized stochastic process , infinitesimal generator , stochastic evolution equation , stochastic operator , White noise , Wick product

Vol.20 • 2015
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