Local Existence of Solution to a Class of Stochastic Differential Equations with Finite Delay in Hilbert Spaces
Le Anh Minh, Hoang Nam, Nguyen Xuan Thuan · Applied Mathematics · 2013
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: