A semigroup approach to stochastic delay equations in spaces of continuous functions (Q2373405)

The authors study a linear scalar stochastic delay equation with finite memory and additive Brownian motion. They represent the solution for a given initial condition \(f \in C[-h,0]\) as a \(C[-h,0]\)-valued process arising from a stochastic weak\(^*\)-integral in the bidual \(C[-h,0]^{**}\) and show how this process can be interpreted as a mild solution of an associated abstract Cauchy problem. They also address the question of existence and uniqueness of an invariant measure.