Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem
Let H be a separable real Hilbert space and let E be a separable real Banach space. We develop a general theory of stochastic convolution of ℒ(H,E)-valued functions with respect to a cylindrical Wiener process with Cameron-Martin space H. This theory is applied to obtain necessary and sufficient conditions for the existence of a weak solution of the stochastic abstract Cauchy problem (ACP) (t∈ [0,T]), almost surely, where A is the generator of a -semigroup of bounded linear operators on...