
doi: 10.4171/zaa/586
A stochastic evolution equation for processes with values in two orthogonal subspaces of a Hilbert space is considered. Such types of equations arise in the study of quasistatic processes of elastic viscoplastic materials with random disturbances. Using the theory of Hilbert space valued Ito equations an existence and uniqueness theorem is proved. Finally a time discrete approximation is discussed.
Stochastic partial differential equations (aspects of stochastic analysis), stochastic evolution equation, Applications of stochastic analysis (to PDEs, etc.), difference equations, Itô equations, uniqueness theorem
Stochastic partial differential equations (aspects of stochastic analysis), stochastic evolution equation, Applications of stochastic analysis (to PDEs, etc.), difference equations, Itô equations, uniqueness theorem
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