S L Yadava
Articles written in Proceedings – Mathematical Sciences
Volume 95 Issue 2 December 1986 pp 79-96
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.
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