Introduction to stochastic partial differential equations
Artikel i övriga tidskrifter, 2008
We introduce the Hilbert space-valued Wiener process and the
corresponding stochastic integral of It\^o type. This is then used
together with semigroup theory to obtain existence and uniqueness of
weak solutions of linear and semilinear stochastic evolution
problems in Hilbert space. Finally, this abstract theory is applied
to the linear heat and wave equations driven by additive noise.