Please use this identifier to cite or link to this item:
https://dipositint.ub.edu/dspace/handle/2445/152105| Title: | Stochastic evolution equations with random generators |
| Author: | León, Jorge A. Nualart, David, 1951- |
| Keywords: | Equacions diferencials estocàstiques Càlcul de Malliavin Universitat de Barcelona. Institut de Matemàtica |
| Issue Date: | 1996 |
| Publisher: | Universitat de Barcelona |
| Series/Report no: | Mathematics Preprint Series; 224 |
| Abstract: | We prove the existence of a unique mild solution for a stochastic evolution equation on a Hilbert space driven by a cylindrical Wiener process. The generator of the corresponding evolution system is supposed to be random and adapted to the filtration generated by the Wiener process. The proof is based on a maximal inequality for the Skorohod integral deduced from the Itô’s formula for this anticipating stochastic integral. |
| Note: | Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1998, Vol. 26, No. 1, pp. 149–186. [http://doi.org/10.1214/aop/1022855415] |
| Note: | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.19] |
| URI: | https://hdl.handle.net/2445/152105 |
| Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| MPS_N224.pdf | 1.93 MB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.