Journal of Applied Mathematics and Stochastic Analysis
Volume 8 (1995), Issue 2, Pages 115-138
doi:10.1155/S1048953395000128
Abstract
In this paper, we consider the Markov solution process for a stochastic parabolic differential equation with time delay. Under the Lipschitz condition and
boundedness on the drift and diffusion coefficient, properties of the weak infinitesimal generator of the associated Markov operators are established. Actions of
the weak infinitesimal generator on the space of quasi-tame functions are also
investigated.