TITLE:
Local Existence of Solution to a Class of Stochastic Differential Equations with Finite Delay in Hilbert Spaces
AUTHORS:
Le Anh Minh, Hoang Nam, Nguyen Xuan Thuan
KEYWORDS:
Stochastic Differential Equation; Local Lipchitz Condition; Strongly Semigroup
JOURNAL NAME:
Applied Mathematics,
Vol.4 No.1,
January
28,
2013
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: