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Mild Solutions of Neutral Stochastic Partial Functional Differential Equations

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  • T. E. Govindan

Abstract

This paper studies the existence and uniqueness of a mild solution for a neutral stochastic partial functional differential equation using a local Lipschitz condition. When the neutral term is zero and even in the deterministic special case, the result obtained here appears to be new. An example is included to illustrate the theory.

Suggested Citation

  • T. E. Govindan, 2011. "Mild Solutions of Neutral Stochastic Partial Functional Differential Equations," International Journal of Stochastic Analysis, Hindawi, vol. 2011, pages 1-13, September.
    • Handle: RePEc:hin:jnijsa:186206
    DOI: 10.1155/2011/186206
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    Cited by:

    1. Xing Huang & Shao-Qin Zhang, 2019. "Mild Solutions and Harnack Inequality for Functional Stochastic Partial Differential Equations with Dini Drift," Journal of Theoretical Probability, Springer, vol. 32(1), pages 303-329, March.

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