Generalized solutions to stochastic systems in Gelfand-Shilov spaces

Irina V. Melnikova, Uliana Alekseeva

The Cauchy problem for systems of differential equations with multiplicative random perturbations in the form of infinite-dimensional Ito integrals is studied. For the systems correct by Petrovskii, conditionally correct and incorrect we point out Gelfand-Shilov spaces of generalized functions where a generalized solution coincides with a mild solution.