Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives

DOI10.1016/J.SPL.2014.07.028zbMath1303.60057arXiv1402.2157OpenAlexW2076333397MaRDI QIDQ467042

Kai Liu

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.2157

zbMATH Keywords

invariant measuredistributed delaystochastic functional differential equationeventually norm continuous

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Approximate controllability for a semilinear stochastic evolution system with infinite delay in \(L_p\) space

Cites Work

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• Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup
• Stability for abstract linear functional differential equations
• Stabilizability of retarded functional differential equation in Hilbert space
• Norm continuity and stability for a functional differential equation in Hilbert space
• On the small balls problem for equivalent Gaussian measures
• Ergodicity for Infinite Dimensional Systems
• Retarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposability

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