• Stochastic evolution equations in locally convex space

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    • Keywords


      Locally convex space; Wiener process; stochastic integral; Ito’s formula; stochastic evolution equation

    • Abstract


      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. 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.

    • Author Affiliations


      S L Yadava1

      1. T.I.F.R. Centre, Post Box 1234, Bangalore - 560 012, India
    • Dates

  • Proceedings – Mathematical Sciences | News

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      Posted on July 25, 2019

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