English

Infinitely delayed stochastic evolution equations in UMD Banach spaces

Functional Analysis 2010-11-12 v1 Analysis of PDEs Probability

Abstract

We prove an existence and uniqueness result for the infinitely delayed stochastic evolution equation dU(t) = &\big(AU(t) + F(t,U_t)\big) dt + B(t,U_t)dW_H(t), t\in[0,T_0] where AA is the generator of an analytic semigroup on a UMD space EE, FF and BB satisfy Lipschitz conditions and B\mathscr{B} is a weighted LpL^p history space. This paper is based on recent work of van Neerven \emph{et al.}~which developed the theory of abstract stochastic evolution equations in UMD spaces.

Cite

@article{arxiv.1011.2615,
  title  = {Infinitely delayed stochastic evolution equations in UMD Banach spaces},
  author = {Paul Crewe},
  journal= {arXiv preprint arXiv:1011.2615},
  year   = {2010}
}
R2 v1 2026-06-21T16:42:17.270Z