In this paper, we study the existence and uniqueness of mild solutions, and also the almost sure exponential stability of mild solutions of stochastic neutral partial functional differential equations in real separable Hilbert spaces using Hölder type conditions on the nonlinear terms. The results obtained here generalize the main results from [Govindan, Stochastics 77 (2005), 139--154].
T. E. Govindan. "Stability of stochastic neutral partial functional differential equations under Hölder type conditions." Differential Integral Equations 22 (5/6) 411 - 424, May/June 2009. https://doi.org/10.57262/die/1356019599