Boundedness and continuity of the mild solutions of semilinear stochastic functional evolution equations (Q2885362)

The author considers a class of semilinear stochastic functional evolution equation of the form NEWLINE\[NEWLINE\begin{cases} dX(t)=[A(t)X(t)+f(t,X_t)]dt+g(t,X_t)dW_t, \;t\in [0,T],\\ X(\theta)=\phi(\theta) \;\mathrm {for}\;\theta\in[-r,0] \end{cases}NEWLINE\]NEWLINE with the initial data in \(C_{\mathcal{F}_0}^p\).NEWLINENEWLINEThe boundedness and stability of a mild solution for the above equation are derived if the coefficient \(f\) satisfies a monotonicity condition and \(g\) satisfies the classical Lipschitz condition. The main tool used in the paper is a version of the Itô-type inequality.