10.1142/S0219025709003690
Röckner, Michael
Michael
Röckner
Wang, Yi
Yi
Wang
A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class
World Scientific
2009
2010-04-26T09:45:54Z
2019-07-19T13:08:48Z
journal_article
https://pub.uni-bielefeld.de/record/1591586
https://pub.uni-bielefeld.de/record/1591586.json
0219-0257
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 process W(t), t >= 0.