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

Ton Viet Ta; Yoshitaka Yamamoto; Atsushi Yagi

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

Probability 2017-08-24 v4

Authors: Ton Viet Ta , Yoshitaka Yamamoto , Atsushi Yagi

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.

Cite

@article{arxiv.1508.07431,
  title  = {Strict solutions to stochastic parabolic evolution equations in M-type 2 Banach spaces},
  author = {Ton Viet Ta and Yoshitaka Yamamoto and Atsushi Yagi},
  journal= {arXiv preprint arXiv:1508.07431},
  year   = {2017}
}

Comments

27 pages, to appear in Funkcialaj Ekvacioj

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