Yadava, S. L. (1986) Stochastic evolution equations in locally convex space Proceedings of the IndiaProceedings of the Indian Academy of Sciences - Mathematical Sciences, 95 (2). pp. 79-96. ISSN 0253-4142
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Official URL: http://www.ias.ac.in/j_archive/mathsci/95/2/79-96/...
Related URL: http://dx.doi.org/10.1007/BF02881072
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.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Indian Academy of Sciences. |
| Keywords: | Locally Convex Space; Wiener Process; Stochastic Integral; Ito's Formula; Stochastic Evolution Equation |
| ID Code: | 60646 |
| Deposited On: | 09 Sep 2011 09:47 |
| Last Modified: | 18 May 2016 10:41 |
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