Solutions of affine stochastic functional differential equations in the state space

DOI10.1007/s00028-007-0331-xzbMath1143.60042OpenAlexW2106317132MaRDI QIDQ2425810

Markus Riedle

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

zbMATH Keywords

Pettis integralvariation of constants formulaOrnstein-Uhlenbeck semigroupstochastic functional evolution equationsgeneralized Gaussian Mehler semigroupstochastic diferential equations with infinite delay

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Markov semigroups and applications to diffusion processes (47D07) Stochastic functional-differential equations (34K50) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

Related Items (5)

Existence and dependence results for semilinear functional stochastic differential equations with infinite delay in a Hilbert space ⋮ Vector-valued stochastic delay equations -- a semigroup approach ⋮ Vector-valued stochastic delay equations -- a weak solution and its Markovian representation ⋮ Long memory in a linear stochastic Volterra differential equation ⋮ Infinitely delayed stochastic evolution equations on UMD Banach spaces

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