We study the non-autonomous stochastic Cauchy problem on a real Banach space E, $dU\left(t\right)=A\left(t\right)U\left(t\right)dt+B\left(t\right)d{W}_H\left(t\right)$, t ∈ [0,T], U(0) = u₀. Here, $W_H$ is a cylindrical Brownian motion on a real separable Hilbert space H, ${\left(B\left(t\right)\right)}_{t\in [0,T]}$ are closed and densely defined operators from a constant domain (B) ⊂ H into E, ${\left(A\left(t\right)\right)}_{t\in [0,T]}$ denotes the generator of an evolution family on E, and u₀ ∈ E. In the first part, we study existence of weak and mild solutions by methods of van Neerven and Weis. Then we use a well-known factorisation method in the setting of evolution...

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet forms. In the proofs we combine the methods of backward doubly stochastic differential equations with those of probabilistic potential theory and Dirichlet forms.

The main aim of this paper is to study stochastic PDE's with delay terms. In fact, we prove existence and uniqueness of solutions (in Itô's sense) for a rather general type of stochastic PDE's with non-linear monotone operators and with delays.

The parabolic equations driven by linearly multiplicative Gaussian noise are stabilizable in probability by linear feedback controllers with support in a suitably chosen open subset of the domain. This procedure extends to Navier − Stokes equations with multiplicative noise. The exact controllability is also discussed.