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 is the generator of an analytic semigroup on a UMD space , and satisfy Lipschitz conditions and is a weighted 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}
}