Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays (Q1269653): Difference between revisions

The author deals with the existence and uniqueness of mild solutions of some stochastic evolution equations driven by Wiener processes and with non-negative, variable time delay. Under the common linear growth and Lipschitz conditions, it is shown that the Carathéodory approximate solutions converge almost surely to the mild solution of the underlying stochastic evolution equation. The corresponding analysis is carried out in an appropriate stochastic Hilbert space setting, using completeness arguments, Burkholder-type estimates and the Borel-Cantelli lemma.