second-order neutral stochastic evolution equations with heredity二阶中立型随机演化方程和遗传.pdfVIP

SECOND-ORDER NEUTRAL STOCHASTIC EVOLUTION EQUATIONS WITH HEREDITY MARK A. McKIBBEN Received 15 September 2003 and in revised form 23 March 2004 Existence, continuous dependence, and approximation results are established for a class of abstract second-order neutral stochastic evolution equations with heredity in a real separable Hilbert space. A related integro-differential equation is also mentioned, as well as an example illustrating the theory. 1. Introduction The focus of this investigation is the class of abstract neutral semilinear stochastic evolu- tion equations with heredity of the form d x (t) −f 1 t,xt = Ax (t)dt + f 2 t,xt dt +g t,xt dW (t), 0 ≤ t ≤ T, x (t) = φ(t), −r ≤ t ≤ 0, (1.1) x (0) = σ, in a real separable Hilbert space H , where the linear (possibly multivalued) operator A : D (A) ⊂ H → H is the infinitesimal generator of a strongly continuous cosine family on H , W is a K -valued Wiener process with incremental covariance given by the nuclear operator Q defined on a complete probability space (Ω, ,P ) equipped with a normal filtration ( ) , φ ∈ Lp (Ω; C ), and σ is an -measurable H -valued random variable t t≥0 r 0 independent of W. We develop existence and approximation results by imposing vari- ´ × C → H ous Lipschitz and Caratheodory-type conditions on the mappings f : [0, T] r (i = 1,2) and g : [0, T] × Cr → BL(K ;H ), where K is another real separable Hilbert space and BL(K ;H ) is the space of bounded linear operators from K into H . Stochastic partial differential equations (SPDEs) with finite delay arise naturally