Abstract

We prove existence and uniqueness of solutions for a class of infinitely delayed stochastic evolution equations with multiplicative noise term{dU(t)=(AU(t)+F(t,Ut))dt+G(t,Ut)dW(t),t∈[0,T0],U(0)=X:Ω→E,U0=Φ:(−∞,0]×Ω→E, where A is the generator of an analytic semigroup on a UMD Banach space E and F and G are functions from the history of the system satisfying Lipschitz conditions. This paper is based on recent work of van Neerven et al., developing the theory of abstract stochastic evolution equations in UMD Banach spaces.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.