Vector-valued stochastic delay equations -- a semigroup approach (Q637606): Difference between revisions
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English | Vector-valued stochastic delay equations -- a semigroup approach |
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Vector-valued stochastic delay equations -- a semigroup approach (English)
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6 September 2011
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A class of stochastic delay differential equations in a type 2 UMD Banach space is considered. Under proper conditions, a solution to the equation is shown to be equivalent to a solution to the corresponding Cauchy problem, and, by means of this, existence, uniqueness and contituity of a solution to the delay equations is proved.
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stochastic Cauchy problem
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UMD Banach spaces
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