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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/152105
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dc.contributor.authorLeón, Jorge A.-
dc.contributor.authorNualart, David, 1951--
dc.date.accessioned2020-03-05T15:41:38Z-
dc.date.available2020-03-05T15:41:38Z-
dc.date.issued1996-
dc.identifier.urihttp://hdl.handle.net/2445/152105-
dc.descriptionPreprint 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]ca
dc.description.abstractWe 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.ca
dc.format.extent46 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengca
dc.publisherUniversitat de Barcelonaca
dc.relation.isformatofReproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.19]-
dc.relation.ispartofseriesMathematics Preprint Series; 224ca
dc.rights(c) Jorge A. León et al., 1996-
dc.sourcePreprints de Matemàtiques - Mathematics Preprint Series-
dc.subject.classificationEquacions diferencials estocàstiques-
dc.subject.classificationCàlcul de Malliavin-
dc.subject.otherUniversitat de Barcelona. Institut de Matemàtica-
dc.titleStochastic evolution equations with random generatorsca
dc.typeinfo:eu-repo/semantics/articleca
dc.typeinfo:eu-repo/semantics/submittedVersion-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
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