Stochastic evolution equations with random generators

Abstract

This is the published version, also available here: http://dx.doi.org/10.1214/aop/1022855415.We prove the existence of a unique mild solution for a stochastic evolution equation on a Hilbert space driven by a cylindrical Wiener process. The generator of the corresponding evolution system is supposed to be random and adapted to the filtration generated by the Wiener process. The proof is based on a maximal inequality for the Skorohod integral deduced from the Itô’s formula for this anticipating stochastic integral

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