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Stochastic evolution equations driven by nuclear-space-valued martingales

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Abstract

This paper presents a theory of stochastic evolution equations for nuclear-space-valued processes and provides a unified treatment of several examples from the field of applications. (C 0 , 1) reversed evolution systems on countably Hilbertian nuclear spaces are also investigated.

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Research supported by the Air Force Office of Scientific Research Grant No. F49620 85 C 0144. The research of V. Perez-Abreu was also supported by CONACYT Grants PCEXCNA-040651 and PCMTCNA-750220 (Mexico).

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Kallianpur, G., Perez-Abreu, V. Stochastic evolution equations driven by nuclear-space-valued martingales. Appl Math Optim 17, 237–272 (1988). https://doi.org/10.1007/BF01448369

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