Abstract
We use the Yosida approximation to find an Itô formula for mild solutions
Acknowledgements
We are very grateful to Prof. P. Sundar (Louisiana State University) for useful discussions related to this work.
References
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© 2017 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- The distribution of random motion at non-constant velocity in semi-Markov media
- Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties
- New exact solutions for the Wick-type stochastic Zakharov–Kuznetsov equation for modelling waves on shallow water surfaces
- On the multi-dimensional Favard lemma
Articles in the same Issue
- Frontmatter
- The distribution of random motion at non-constant velocity in semi-Markov media
- Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties
- New exact solutions for the Wick-type stochastic Zakharov–Kuznetsov equation for modelling waves on shallow water surfaces
- On the multi-dimensional Favard lemma