Strict solutions to stochastic parabolic evolution equations in M-type 2 Banach spaces

Abstract

We study a stochastic linear evolution equation dX+A(t)Xdt=F(t)dt+ G(t)dwt in a Banach space of M-type 2. We construct unique strict solutions to the equation on the basis of the theory of deterministic linear evolution equations. The abstract results are applied to stochastic diffusion equations.

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