Trotter-Kato approximations of stochastic neutral partial functional differential equations

T. E. Govindan ()
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T. E. Govindan: National Polytechnic Institute

Indian Journal of Pure and Applied Mathematics, 2021, vol. 52, issue 3, 822-836

Abstract: Abstract In this paper, a stochastic neutral partial functional differential equation is studied in real separable Hilbert spaces. The aim here is to introduce Trotter-Kato approximations of mild solutions for this class of equations. As an application, a classical limit theorem on the dependence of such equations on a parameter is obtained. Moreover, weak convergence of probability measures induced by the Trotter-Kato approximate mild solutions is established. An example is included at the end.

Keywords: Stochastic neutral partial functional differential equations; Lipschitz and linear growth conditions; existence and uniqueness of mild solutions; Trotter-Kato approximations; a classical limit theorem; weak convergence of induced probability measures; 60H20 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s13226-021-00146-0

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