Here we survey a few functional methods to existence theory for infinite dimensional stochastic differential equations of the form ,
, where
is a non\-linear maximal monotone operator in a variational couple
. 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.
Variational approach to nonlinear stochastic differential equations in Hilbert spaces
Barbu, Viorel
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Additional Information
Author(s) | Barbu, Viorel |
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DOI | https://doi.org/10.37193/CJM.2021.02.15 |