Abstract
We consider infinite dimensional stochastic differential equations with state dependent martingale noise using semigroup approach. Several kinds of solutions to such equations are studied and the interrelationsbetween them investigated. We prove also some existence theorems for a general class of stochastic evolution equations. New results on equations with state dependent Gaussian white noise are obtained. The general theory is applied to stochastic delay equations with state dependent noise. A representation theorem as well as an existence and uniqueness theorem for such equations are proved.
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 callDisclaimer: 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.
