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| In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDEs with finite delays, e.g. $d$-dimensional stochastic fractional Navier-Stokes equation with delays, $d$-dimensional stochastic reaction equation with delays, $d$-dimensional stochastic porous media equation with delays. Moreover, under local monotone conditions for the nonlinear term we obtain the existence and uniqueness of strong solutions to SPDE with delays. |
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