The paper is concerned with solutions of Cauchy's problem for stochastic differential-operator equations in separable Hilbert spaces. Special emphasis is placed on the case when the operator coefficient of the equation is not a generator of a C-0-class semigroup, but rather generates some regularized semigroup. Regularized solutions of equations in the Ito form with a Wiener process as an inhomogeneity and generalized solutions of equations with white noise are constructed in various spaces of abstract distributions.
Original languageEnglish
Pages (from-to)1565-1592
Number of pages28
JournalSbornik: Mathematics
Volume202
Issue number11
DOIs
Publication statusPublished - Nov 2011

    ASJC Scopus subject areas

  • Mathematics (miscellaneous)

    WoS ResearchAreas Categories

  • Mathematics

ID: 37891647