Vector-valued stochastic delay equations - a weak solution and its Markovian representationReport as inadecuate



 Vector-valued stochastic delay equations - a weak solution and its Markovian representation


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A class of stochastic delay equations in Banach space $E$ driven by cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and generalised strong, and give conditions under which they are equivalent. We present an evolution equation approach in a Banach space $\Ep{p}:=E\times L^p-1,0;E$ proving that the solutions can be reformulated as $\Ep{p}$-valued Markov processes. Based on the Markovian representation we prove the existence and continuity of the solutions. The results are applied to stochastic delay partial differential equations with an application to neutral networks and population dynamics.



Author: Mariusz Górajski

Source: https://archive.org/







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