Stochastic functional evolution equations with monotone nonlinearity: existence and stability of the mild solutions (Q2269632)

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scientific article; zbMATH DE number 5682568
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    Stochastic functional evolution equations with monotone nonlinearity: existence and stability of the mild solutions
    scientific article; zbMATH DE number 5682568

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      Stochastic functional evolution equations with monotone nonlinearity: existence and stability of the mild solutions (English)
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      17 March 2010
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      The author studies existence, uniqueness and asymptotic stability of the mild solution of a stochastic functional evolution equation taking values in a separable Hilbert space. The equation is more general than those studied previously since the drift function is assumed to satisfy some demicontinuity and semimonotonicity (or one-sided Lipschitz) property rather than a global or local Lipschitz condition. The existence and uniqueness proof is based on a new Burkholder-type inequality
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      Itô-type inequality
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      Burkholder inequality
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      demicontinuous
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      semi-monotone
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      mild solution
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      asymptotic stability
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