EXISTENCE AND UNIQUENESS OF THE SOLUTION TO THE CAUCHY PROBLEM FOR THE STOCHASTIC REACTION-DIFFUSION DIFFERENTIAL EQUATION OF NEUTRAL TYPE

A.N.Stanzhitskii; A.O.Tsukanova

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EXISTENCE AND UNIQUENESS OF THE SOLUTION TO THE CAUCHY PROBLEM FOR THE STOCHASTIC REACTION-DIFFUSION DIFFERENTIAL EQUATION OF NEUTRAL TYPE

机译：中立型随机反应扩散方程的Cauchy问题解的存在性和唯一性

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摘要

We prove a theorem on the existence and uniqueness of a mild solution to the Cauchy problem for a stochastic differential equation of neutral type in the weighted Hilbert space.

机译：我们证明了加权希尔伯特空间中的中立型随机微分方程的柯西问题的温和解的存在性和唯一性。

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《Journal of Mathematical Sciences》 |2017年第3期|307-334|共28页
作者
A.N.Stanzhitskii; A.O.Tsukanova;
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Shevchenko Kyiv National University, Hlushkov Avenue, 4, Kyiv, 03680, Ukraine;

Kyiv Polytechnic Institute" Ukrainian National Technical University, Pobeda Avenue, 37, Kyiv, 03056, Ukraine;

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7. Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps [O] . Mao, Wei, Zhu, Quanxin, Mao, Xuerong 2014

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EXISTENCE AND UNIQUENESS OF THE SOLUTION TO THE CAUCHY PROBLEM FOR THE STOCHASTIC REACTION-DIFFUSION DIFFERENTIAL EQUATION OF NEUTRAL TYPE

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