Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients

Andriy Stanzhytsky; Oleksandr Misiats; Oleksandr Stanzhytskyi

doi:10.3934/eect.2022005

Article Contents

2022, Volume 11, Issue 6: 1929-1953. Doi: 10.3934/eect.2022005

This issue Previous Article The influence of the physical coefficients of a Bresse system with one singular local viscous damping in the longitudinal displacement on its stabilization Next Article Blow-up of solutions to semilinear wave equations with a time-dependent strong damping

Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients

1.
Department of Physics and Mathematics, Igor Sikorsky Kyiv Polytechnic Institute, Kyiv, Ukraine
2.
Department of Mathematics and Applied Mathematics, Virginia Commonwealth University, Richmond, VA, 23284, USA
3.
Department of Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine

^* Corresponding author: Oleksandr Misiats
^* Corresponding author: Oleksandr Misiats

Received: March 2021

Revised: November 2021

Early access: February 2022

Published: December 2022

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Abstract

In this work we study the long time behavior of nonlinear stochastic functional-differential equations of neutral type in Hilbert spaces with non-Lipschitz nonlinearities. We establish the existence of invariant measures in the shift spaces for such equations. Our approach is based on Krylov-Bogoliubov theorem on the tightness of the family of measures.

Keywords:

Functional stochastic partial differential equation,
neutral type,
invariant measure,
non-Lipschitz coefficients,
long-time behavior.

Mathematics Subject Classification: Primary: 35R10, 35R60, 60H15; Secondary: 35B30, 35B40.

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References

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