On the existence and asymptotic behaviour of solutions of an evolution equation and an application to the Feynman-Kac theorem
The following problem on an unbounded interval in a separable Banach space \(E\) is considered: \[ x'(t)=Ax(t)+f(t,x(t)), ~t\in \mathbb{R}_{+}, ~x(0)=x_0, \] where the operator \(A: D(A)\subset E\rightarrow E\) generates a \(C_0\)-semigroup and the function \(f:\mathbb{R}_+\times E\rightarrow E\) is Carathéodory. Under Lipschitz and sublinear growth hypotheses on \(f\), the authors establish the existence of a mild solution to the considered problem which is globally attractive and locally uniformly attractive assuming that \(A\) generates an exponentially stable \(C_0\)-semigroup. Moreover, the asymptotic behavior of mild solutions is described. The key tool consists in involving the technique of the Hausdorff measure of noncompactness in the Banach space of continuous tempered functions. The obtained results are applied to the Feynman-Kac formula.
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