Ito formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties

S. Albeverio, L. Gawarecki, V. Mandrekar +2

We use Yosida approximation to find an Itô formula for mild solutions $\left\{X^x(t),t\ge 0\right\}$ of SPDEs with Gaussian and non-Gaussian coloured noise, the non Gaussian nois…