ON MARTINGALE SOLUTIONS OF FRACTIONAL STOCHASTIC EVOLUTION EQUATIONS
We study the Cauchy problem for a fractional stochastic evolution equation driven by a cylindrical Wiener process, in which the time derivative is understood in the Caputo sense of order q ∈ (0, 1) and the noise enters through a Riemann–Liouville fractional integral. After collecting the required notions on progressive...