Abstract:
The paper is concerned with solutions of Cauchy's problem for stochastic differential-operator equations in separable Hilbert spaces. Special emphasis is placed on the case when the operator coefficient of the equation is not a generator of a $C_0$-class semigroup, but rather generates some regularized semigroup.
Regularized solutions of equations in the Itô form with a Wiener process as an inhomogeneity and generalized solutions of equations with white noise are constructed in various spaces of abstract
distributions.
Bibliography: 23 titles.
Keywords:regularized semigroup of operators, abstract distribution, generalized solution, Wiener process, white noise.