Abstract.In this paper, we study stochastic neutral partial functional differential equations in real separable Hilbert spaces. Our aim here is to introduce a new iteration procedure for such class of equations. Using this, we investigate the existence and uniqueness of a mild solution and also the almost sure exponential stability of its sample paths. The results obtained here are less restrictive than those of Govindan, Stochastics, 77 (2005), 139-154.

Received: September 14, 2009

AMS Subject Classification: 60H20, 93E15, 34K50

Key Words and Phrases: stochastic neutral partial functional differential equations, mild solutions, iteration procedure, almost sure exponential stability of sample paths

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2009
Volume: 56
Issue: 2