Existence and Uniqueness of the Solution to the Cauchy Problem for the Stochastic Reaction-Diffusion Differential Equation of Neutral Type
- Authors: Stanzhitskii A.N.1, Tsukanova A.O.2
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Affiliations:
- Shevchenko Kyiv National University
- “Kyiv Polytechnic Institute” Ukrainian National Technical University
- Issue: Vol 226, No 3 (2017)
- Pages: 307-334
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/239980
- DOI: https://doi.org/10.1007/s10958-017-3536-8
- ID: 239980
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Abstract
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.
About the authors
A. N. Stanzhitskii
Shevchenko Kyiv National University
Author for correspondence.
Email: ostanzh@gmail.com
Ukraine, Hlushkov Avenue, 4, Kyiv, 03680
A. O. Tsukanova
“Kyiv Polytechnic Institute” Ukrainian National Technical University
Email: ostanzh@gmail.com
Ukraine, Pobeda Avenue, 37, Kyiv, 03056