Stochastic Differential Equations in Infinite Dimensions

We establish a framework for the study of stochastic partial differential equations (SPDEs), which are evolution equations involving integration of the form introduced in the previous chapter. Through this framework we define notions of solutions for an abstract SPDE, incorporating both unbounded (in the sense of differential operators) and Stratonovich noise. One main result is the rigorous conversion between Itô and Stratonovich forms under an unbounded noise.