  A class of stochastic delay equations in Banach space $E$ driven by
cylindrical Wiener process is studied. We investigate two concepts of
solutions: weak and generalised strong, and give conditions under which they
are equivalent. We present an evolution equation approach in a Banach space
$\Ep{p}:=E\times L^p(-1,0;E)$ proving that the solutions can be reformulated as
$\Ep{p}$-valued Markov processes. Based on the Markovian representation we
prove the existence and continuity of the solutions. The results are applied to
stochastic delay partial differential equations with an application to neutral
networks and population dynamics.
