Global stability of stationary solutions for a class of semilinear stochastic functional differential equations with additive white noise (Q6155353)

The stability theory of stochastic differential equations has received a lot of attention in the areas of stochastic analysis and dynamical systems. Recently, all kinds of stability for stochastic differential equations have been extensively and intensively studied by many authors. Meanwhile, more and more stochastic analysts and geometers want to use the theory of stochastic flows to investigate the finite or infinite dimensional stochastic systems. This paper gives a criterion for the existence of a stationary solution for a class of semilinear stochastic functional differential equations with additive white noise and its global stability. Under the condition that the global Lipschitz constant of nonlinear term is less than the absolute value of the top Lyapunov exponent for the linear flow with monotone or anti-monotone nonlinear term, and the time delay is not very big, this paper shows that the infinite-dimensional stochastic flow possesses a unique globally attracting random equilibrium in the state space of continuous functions, which produces the globally stable stationary solution. The method and the thought used in this paper bring some new sights to the research on the stability of infinite-dimensional stochastic systems.