Acta mathematica scientia,Series B ›› 1993, Vol. 13 ›› Issue (4): 384-390.

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UNIQUENESS OF THE MILD SOLUTION OF SEMILINEAR STOCHASTIC EVOLUTION EQUATION IN HILBERT SPACE

Xu Minghao1, Hu Zecheng2   

  1. 1. Dept. of Math., Wuhan Univ., Wuhan 430072, China;
    2. Dept. of Math., Wuhan Univ. of Tech., Wuhan 430070, China
  • Received:1991-10-04 Online:1993-12-25 Published:1993-12-25
  • Supported by:
    This work is supported by the National Science Foundation of China

Abstract: In this paper, we will consider following initial value problem of semilinear stochastic evolution equation in Hilbert Space:
dy(t)=[Ay(t)+f(t,y(t))]dt+G(t,y(t))dW(t) y(0)=y0
where W(t) is a wiener process in H, H and Y are two real separable Hilbert Spaces, A is an infinitesimal generator of a strongly continuous semigroup s(t) on Y,f(t, y):[0, TY→Y, and G(t, y):[0, TY→L(H, Y), y0:Ω→Y is a ramdom variable of square integrable. We apply theory of the semigroup and obtain two conclusions of uniqueness of the mild solution of (1) which include the corresponding results in[4].

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