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Stochastic evolution equations

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Abstract

The theory of strong solutions of Ito equations in Banach spaces is expounded. The results of this theory are applied to the investigation of strongly parabolic Ito partial differential equations.

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Authors
  1. N. V. Krylov
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  2. B. L. Rozovskii
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Translated from Itogi Nauki i Tekhniki, Seriya Sovremennye Problemy Matematiki, Vol. 14, pp. 71–146, 1979.

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Krylov, N.V., Rozovskii, B.L. Stochastic evolution equations. J Math Sci 16, 1233–1277 (1981). https://doi.org/10.1007/BF01084893

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