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Zbl 1185.60072
Govindan, T.E.
A new iteration procedure for stochastic neutral partial functional differential equations. (English)
[J] Int. J. Pure Appl. Math. 56, No. 2, 285-298 (2009). ISSN 1311-8080

Summary: 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 {\it T. E. Govindan} [Stochastics 77, No.~2, 139--154 (2005; Zbl 1115.60064)].

MSC 2000:: *60H20 Stochastic integral equations
93E15 Stochastic stability
34K50 Stochastic delay equations

Keywords: stochastic neutral partial functional differential equations; mild solutions; iteration procedure; almost sure exponential stability of sample paths

Citations: Zbl 1115.60064

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