EXISTENCE AND UNIQUENESS RESULTS, THE MARKOVIAN PROPERTY OF SOLUTION FOR A NEUTRAL DELAY STOCHASTIC REACTION-DIFFUSION EQUATION IN ENTIRE SPACE

We establish results, concerning existence, uniqueness, and continuous dependence on an initial datum of a mild solution for neutral stochastic integro-differential equations with variable time delay of reaction-diffusion type. We also establish the Markovian property of this solution. Herewith our emphasis is on unbounded domain {x ∈ R^{d}}.