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Stochastic differential equations in Hilbert space

โœ Scribed by Ruth F Curtain; Peter L Falb


Publisher
Elsevier Science
Year
1971
Tongue
English
Weight
860 KB
Volume
10
Category
Article
ISSN
0022-0396

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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