Vector-valued stochastic delay equations -- a weak solution and its Markovian representation

DOI10.1016/J.NA.2014.03.007MaRDI QIDQ2445124zbMATH OpenOpenAlexFDO

Authors Mariusz Górajski

Publication date 14 April 2014

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.5300

zbMATH Keywords

UMD Banach spacestype 2 Banach spacesstochastic partial differential equations with finite delaystochastic evolution equation with delay

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic functional-differential equations (34K50) PDEs with randomness, stochastic partial differential equations (35R60) Geometry and structure of normed linear spaces (46B20) Applications of stochastic analysis (to PDEs, etc.) (60H30) One-parameter semigroups and linear evolution equations (47D06)

Abstract: A class of stochastic delay equations in Banach space $E$ driven by cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and generalised strong, and give conditions under which they are equivalent. We present an evolution equation approach in a Banach space $Epp:=Eimes{L}^p(-1,0;E)$ proving that the solutions can be reformulated as $Epp$-valued Markov processes. Based on the Markovian representation we prove the existence and continuity of the solutions. The results are applied to stochastic delay partial differential equations with an application to neutral networks and population dynamics.

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Cited in

(5)

• Infinitely delayed stochastic evolution equations on UMD Banach spaces
• Weak infinitesimal generator for a stochastic partial differential equation with time delay
• On the equivalence of solutions for a class of stochastic evolution equations in a Banach space
• Vector-valued stochastic delay equations -- a semigroup approach
• A semigroup approach to stochastic delay equations in spaces of continuous functions

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