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Local Existence of Solution to a Class of Stochastic Differential Equations with Finite Delay in Hilbert Spaces
Department of Natural Sciences, Hong Duc University, Thanh Hoa, Vietnam
Department of Natural Sciences, Hong Duc University, Thanh Hoa, Vietnam
Department of Natural Sciences, Hong Duc University, Thanh Hoa, Vietnam
- 1 Department of Natural Sciences, Hong Duc University, Thanh Hoa, Vietnam
- 2 Department of Natural Sciences, Hong Duc University, Thanh Hoa, Vietnam
- 3 Department of Natural Sciences, Hong Duc University, Thanh Hoa, Vietnam
Applied Mathematics·Volume 04 (2013)·Pages 97–101·Published 25 January 2013·DOI10.4236/am.2013.41017
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Abstract
In this paper, we present a local Lipchitz condition for the local existence of solution to a class of stochastic differential equations with finite delay in a real separable Hilbert space which has the following form:
KeywordsStochastic Differential EquationLocal Lipchitz ConditionStrongly Semigroup
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