Successive approximation of neutral functional stochastic differential equations in Hilbert spaces
From MaRDI portal
Publication:982750
DOI10.5802/ambp.282zbMath1197.34162OpenAlexW43918179MaRDI QIDQ982750
Publication date: 27 July 2010
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AMBP_2010__17_1_183_0
mild solutionsuccessive approximationfractional powers of closed operatorssemigroup of bounded linear operatorcylindrical \(Q\)-Wiener process
Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Stochastic integral equations (60H20)
Related Items (1)
Cites Work
- Unnamed Item
- Exponential stability in mean square of neutral stochastic differential functional equations
- Semigroups of linear operators and applications to partial differential equations
- Stability of functional differential equations
- Linear autonomous neutral differential equations in a Banach space
- Theory and applications of partial functional differential equations
- On the exponential stability in mean square of neutral stochastic functional differential equations
- The exponential stability of neutral stochastic delay partial differential equations
- Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- Existence and Uniqueness Results for Neutral SDEs in Hilbert Spaces
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Neutral Stochastic Differential Delay Equations with Markovian Switching
- Almost sure exponential stability for stochastic neutral partial functional differential equations
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Successive approximation of neutral functional stochastic differential equations in Hilbert spaces
