Existence and uniqueness of solutions to a class of stochastic functional partial differential equations via integral contractors (Q1284530)

Using the characteristic and integral contractor methods, the author obtains conditions for the existence and uniqueness of solutions to the equation \[ \begin{gathered} u(t,x)= \varphi(0, y(0;t,x))+\\ \int_0^t f(s,y(s;t,x), u_{(s,y(s;t,x))})ds+ \int_0^t g(s,y(s;t,x), u_{(s,y(s;t,x))}) dw(s), \end{gathered} \] \((t,x)\in [0,T]\times \mathbb{R}^m\), \(u(t,x)= \varphi(t,x)\), \((t,x)\in [-r,0]\times \mathbb{R}^m\), \(r\geq 0\), \(T>0\), where \(y(s;t,x)\) is a solution of the stochastic integral equation \(y(s)= x+\int_s^t a(v,y(v))dv+ \int_s^t b(v,y(v)) dw(v)\), \(w(t)\) is a Brownian motion, \(u_{(t,x)}(\omega) (\tau,\theta)= u(t+\tau,x+\theta;\omega)\), \((\tau,\theta)\in [-r,0]\times [-d,d]\), \(d\in \mathbb{R}_+^m\), \(\omega\in\Omega\), for any function \(u\) and fixed \((t,x,\omega)\in [0,T]\times \mathbb{R}^m\times \Omega\).