carpathian_2021_37_2_295_309_001

Variational approach to nonlinear stochastic differential equations in Hilbert spaces


Barbu, Viorel


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carpathian_2021_37_2_295_309

Here we survey a few functional methods to existence theory for infinite dimensional stochastic differential equations of the form dX+A(t)X(t)=B(t,X(t))dW(t), X(0)=X_0, where A(t) is a non\-linear maximal monotone operator in a variational couple (V,V'). The emphasis is put on a new approach of the classical existence result of N. Krylov and B. Rozovski on existence for the infinite dimensional stochastic differential equations which is given here via the theory of nonlinear maximal monotone operators in Banach spaces. A variational approach to this problem is also developed.

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Author(s)

Barbu, Viorel

DOI

https://doi.org/10.37193/CJM.2021.02.15