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math.PR2007
A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral
S. V. Lototsky, B. L. Rozovskii
We study stochastic evolution equations driven by Gaussian noise. The key features of the model are that the operators in the deterministic and stochastic parts can have the same o…
math.PR2007
Stochastic Parabolic Equations of Full Second Order
S. V. Lototsky, B. L. Rozovskii
A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uni…