Solutions of affine stochastic functional differential equations in the state space
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Publication:2425810
DOI10.1007/s00028-007-0331-xzbMath1143.60042MaRDI QIDQ2425810
Publication date: 7 May 2008
Published in: Journal of Evolution Equations (Search for Journal in Brave)
Full work available at URL: http://eprints.maths.manchester.ac.uk/909/1/Solutions_of_affine.pdf
Pettis integral; variation of constants formula; Ornstein-Uhlenbeck semigroup; stochastic functional evolution equations; generalized Gaussian Mehler semigroup; stochastic diferential equations with infinite delay
60G48: Generalizations of martingales
47D07: Markov semigroups and applications to diffusion processes
34K50: Stochastic functional-differential equations
60J35: Transition functions, generators and resolvents
60H20: Stochastic integral equations
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