Special Session 109: Stochastic Partial Differential Equations
Contents
In this talk I will explain a new approach to stochastic evolution equations with an unbounded drift A which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to equations with random drift leads to adaptedness problems for the stochastic convolution term. I will explain a new representation formula for the stochastic convolution which avoids integration of nonadapted processes. Connections with other solution concepts such as weak solutions will be given and the usual regularity properties will be shown. The approach can be applied in the study of semilinear problems with random drift.