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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
scientific article

    Statements

    Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays (English)
    0 references
    0 references
    10 May 1999
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic evolution equation
    0 references
    mild solutions
    0 references
    Carathéodory approximate solutions
    0 references
    0 references