A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class

Details A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class

2009-02-25

arxiv.org/abs/0902.4324v1

Mathematics

Probability

Scientific paper

This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt + B(t,X(t))dW(t) + h(t) dG(t) where A and B are random nonlinear operators satisfying monotonicity conditions and G is an infinite dimensional Gaussian process adapted to the same filtration as the cylindrical Wiener pocess W(t), t >= 0.

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