In this note we prove an existence and uniqueness result of mild solutions for a neutral stochastic differential equation with finite delay, driven by a fractional Brownian motion in a Hilbert space and we establish some conditions ensuring the exponential decay to zero in mean square for the...

We study the limiting behavior, as n goes to [infinity], of a solution of a stochastic partial differential equation driven by a process Xn which converges in law to the Brownian sheet. Under some assumptions, we prove that the solution un converges in distribution in to a weak solution of a SPDE.

The joint continuity of Gaussian local times is investigated under conditions strictly weaker than the local nondeterminism. Our conditions are given in terms of the interpolation variances only and they cover the class of Gaussian Markov processes. A new order of infinitesimal in the tail...