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On solutions to stochastic differential equations with discontinuous drift in Hilbert space

โœ Scribed by Gottlieb Leha; Gunter Ritter


Publisher
Springer
Year
1985
Tongue
English
Weight
639 KB
Volume
270
Category
Article
ISSN
0025-5831

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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