Stochastic functional Kolmogorov equations. I: Persistence (Q2239261)

This work develops a novel framework of systems of stochastic functional Kolmogorov equations. The authors combine the techniques of functional analysis, stochastic differential equations in infinite dimension, as well as the methods of asymptotic couplings, and develop a new framework for treating functional Kolmogorov systems. The basic properties are obtained for Kolmogorov equations with delays, including wellposedness of the system, and positivity of solutions. The authors also obtain the tightness of families of occupation measures and the convergence to the corresponding invariant probability measures. Then the conditions for persistence of Kolmogorov systems are given.