O. Pravdyvyi, A. Stanzhytskyi, Y. Perestyuk

Approximation of Infinite Dimension Neutral-Type Stochastic Differential Equation by Systems without Delay

abstract:
In this article we consider the approximation of an infinite-dimensional neutral-type stochastic differential equation by systems without delay. Continuity modulo Lemma is proved for neutral type stochastic delay evolution equation in a Hilbert space. An approximation system of stochastic differential equations without delay is proposed for neutral type stochastic delay evolution equation.

Mathematics Subject Classification: 37L55, 34F05, 60H15

Key words and phrases: Wiener process, delay, stochastic equation, invariant measure, fractional power, semigroup, mild solution, approximation