Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions
classification
🧮 math.PR
math.AP
keywords
delaysequationsstochasticdimensionalsolutionsdifferentialdimensionsexistence
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In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g. $d$-dimensional stochastic fractional Navier-Stokes equations with delays, $d$-dimensional stochastic reaction-diffusion equations with delays, $d$-dimensional stochastic porous media equations with delays. Moreover, under local monotonicity conditions for the nonlinear term we obtain the existence and uniqueness of strong solutions to SPDE with delays.
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