Generalized solutions for stochastic problems in the Ito form in Gelfand-Shilov spaces

Taking into account the results of the study of deterministic problems, the solution in the considering case of stochastic problem will be ageneralized random process on the variablex. More precisely, inthis paper a generalized according to spatial variable solution for stochastic problem in Gelfand-Shilovspaces corresponding to the classes of systems ofPetrovskii well-posedness,conditional well-posednessand ill-posedness defined by a differential operator behavior Aix∂ is built.