Caraballo Garrido, Tomás2015-04-082015-04-0819910010-0757http://hdl.handle.net/11441/23662We state some results on existence and uniqueness for the solution of non linear stochastic PDEs with deviating arguments. In fact, we consider the equation dx(t) + (A(t; x(t)) + B(t; x(¿ (t))) + f(t)) dt = (C(t; x(½(t))) + g(t)) dwt ; where A(t; :) ; B(t; :) and C(t; :) are suitable families of non linear operators in Hilbert spaces, wt is a Hilbert valued Wiener process, and ¿ ; ½ are functions of delay. If A satisfies a coercivity condition and a monotonicity hypothesis, and if B ; C are Lipschitz continuous, we prove that there exists a unique solution of an initial value problem for the precedent equation. Some examples of interest for the applications are given to illustrate the results.Solutions, Non–Linear Stochastic Partial Differential Equationsapplication/pdfengAtribución-NoComercial-SinDerivadas 4.0 Españahttp://creativecommons.org/licenses/by-nc-nd/4.0info:eu-repo/semantics/articleinfo:eu-repo/semantics/openAccess