A stochastic convolution is a stochastic process of the form
 |
Here 
and 
are Hilbert spaces, 
is a strongly continuous semigroup
of bounded linear operators on 
, 
is a 
-valued Wiener process, and
is a predictable stochastic process of suitable
linear operators from 
to 
for which the stochastic
integral exists. It gives the random forcing term in the integral formulation
of a stochastic differential equation on
.
