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

DOI10.1016/J.SPL.2014.07.028MaRDI QIDQ467042zbMATH OpenOpenAlexFDO

Authors 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

distributed delayeventually norm continuousinvariant measurestochastic functional differential equation

Mathematics Subject Classification ID

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

Abstract: In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are applied to stochastic heat equations with distributed delays which appear in such terms having the highest order partial derivatives. In the systems, the associated driving semigroups are generally non eventually compact.

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Cites work

• Ergodicity for Infinite Dimensional Systems
• Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup
• scientific article; zbMATH DE number 3861856 (Why is no real title available?)
• Norm continuity and stability for a functional differential equation in Hilbert space
• On the small balls problem for equivalent Gaussian measures
• Retarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposability
• Stability for abstract linear functional differential equations
• Stabilizability of retarded functional differential equation in Hilbert space

Cited in

(3)

• Limiting behavior of invariant measures of stochastic delay lattice systems
• Approximate controllability for a semilinear stochastic evolution system with infinite delay in \(L_p\) space
• Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup

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