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1. CMB 2010 (vol 53 pp. 526)

Milian, Anna
On Some Stochastic Perturbations of Semilinear Evolution Equations
We consider semilinear evolution equations with some locally Lipschitz nonlinearities, perturbed by Banach space valued, continuous, and adapted stochastic process. We show that under some assumptions there exists a solution to the equation. Using the result we show that there exists a mild, continuous, global solution to a semilinear Itô equation with locally Lipschitz nonlinearites. An example of the equation is given.

Keywords:evolution equation, mild solution, non-Lipschitz drift, Ito integral
Category:60H20

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