On Uniqueness and Continuous Dependence of the Weak Solutions of Neutral Stochastic Functional Differential Equations in Infinite Dimensional Spaces

Abstract

In this paper we establish uniqueness of the weak solutions of nonlinear stochastic functional differential equations of neutral type in Hilbert spaces. We also study the continuous dependence of such solutions on the initial data

Keywords

• functional differential equation
• neutral type
• wiener process
• weak solution
• mild solution
• weak convergence