Functional integro-differential stochastic evolution equations in Hilbert space (Q1412379)

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Functional integro-differential stochastic evolution equations in Hilbert space
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    Functional integro-differential stochastic evolution equations in Hilbert space (English)
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    10 November 2003
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    Let \(K\) and \(H\) be real separable Hilbert spaces. Assume that \(W\) is a \(K\)-valued Wiener process with covariance operator \(Q\) and \(x_0\) is an \(H\)-valued random variable which is independent of \(W\). Consider the initial value problem of semilinear functional integro-differential stochastic evolution equations \[ x^\prime (t) = A x(t) + F(x)(t) + \int^t_0 G(x)(s) dW(s),\;0 \leq t \leq T, \quad x(0) = h(x) + x_0 \] with values in \(H\), where \(A : H \to H \) represents a linear operator, \(G : C([0,T],H) \to C([0,T], L^2(\Omega,BL(K,H)))\), \(F : C([0,T],H) \to L^p([0,T],L^2(\Omega,H))\) with \(1\leq p < + \infty\) and \(h: C([0,T],H) \to L^2_0(\Omega,H)\). The authors discuss global existence results concerning mild and periodic solutions under several growth and compactness conditions. Weak convergence of induced probability measures belonging to the family of finite-dimensional distributions of certain sequences of such stochastic equations is treated too. Basic proof-tools include Schaefer's fixed point theorem, techniques of linear semigroups and probability measures as well as results from infinite-dimensional SDEs. Conceivable applications to electromagnetic theory, population dynamics and heat conduction in materials with memory underline the importance of their work. An example of a nonlocal integro-partial SDE illustrates some thoughts of related abstract theory. Some necessary preliminaries compiled from probability theory and functional analysis ease the process of understanding by lesser experienced readership.
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    semilinear stochastic evolution equations
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    mild solutions
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    semigroup techniques
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    Hilbert-space valued Wiener process
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    weak convergence of probability measures
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    stochastic equations with memory
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    Schaefer's fixed point theorem
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