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Existence and uniqueness of the dynamic programming equation in Hilbert space

✍ Scribed by V. Barbu; G. Da Prato; C. Popa


Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
926 KB
Volume
7
Category
Article
ISSN
0362-546X

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In this paper we shall consider the existence, uniqueness, and asymptotic behavior of mild solutions to stochastic partial functional differential equations with finite delay r > 0: dX(t)=[ -AX(t)+f(t, X t )] dt+g(t, X t ) dW(t), where we assume that -A is a closed, densely defined linear operator a