Stochastic evolution equations in locally convex space
type: Item
instance of: scholarly article
title: Stochastic evolution equations in locally convex space
zbMATH Open document ID: 0634.60052
DOI: 10.1007/BF02881072
author: S. L. Yadava
published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences
publication date: 1986-01-01T00:00:00Z
review text: Ito's stochastic integral is defined with respect to a Wiener process taking values in a locally convex space and Ito's formula is proved. An existence and uniqueness theorem is proved in a locally convex space for a class of stochastic evolution equations with white noise as a stochastic forcing term. The stochastic forcing term is modelled by a locally convex space valued stochastic integral.
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 4032730
zbMATH Keywords: locally convex space
zbMATH Keywords: stochastic integral
zbMATH Keywords: Ito's formula
zbMATH Keywords: stochastic evolution equations
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02881072
OpenAlex ID: W2071782178
description: scientific article; zbMATH DE number 4032730