Existence and uniquenesstheorems for some stochastic parabolic partial differential equations
Jon Gjerde · Stochastic Analysis and Applications · 1998
In this paper we will prove existence and uniqueness heorems for the stochastic differential equations with initial conditions is a white noise vector is positive white noise is a positive white noise matrix and f, g are real functions. We will show that these equations have solutions in the space (S)-1of generalized white noise distributions in a strong differentiation sense