Abstract
In this chapter we introduce three classes of stochastic integrals over martingale measure in a way similar to that of Ito, Stratonovich and Skorohod integrals, and study some their properties (Section 3.2) We also study some stochastic evolutionary operator equations driven by space-time white noise (Section 3.3) Examples of those equations arise from the limiting RE in diffusion approximation (Section 3.5) We can obtain their from the solution of martingale problem over martingale measure (Section 3.4) It is a way to investigate evolutionary operator equations driven by Wiener martingale measure (Sections 3.1, 3.4) We use RE approach in this connection.
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© 2000 Springer Science+Business Media Dordrecht
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Swishchuk, A. (2000). Random Evolution Equations Driven by Space-Time White Noise. In: Random Evolutions and their Applications. Mathematics and Its Applications, vol 504. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-9598-8_4
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DOI: https://doi.org/10.1007/978-94-015-9598-8_4
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-5441-8
Online ISBN: 978-94-015-9598-8
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