Invariant Measure for Neutral Stochastic Functional Differential Equations with Non-Lipschitz Coefficients
Analysis of PDEs
2021-11-15 v1 Probability
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.
Cite
@article{arxiv.2111.06492,
title = {Invariant Measure for Neutral Stochastic Functional Differential Equations with Non-Lipschitz Coefficients},
author = {Andriy Stanzhytskyi and Oleksandr Stanzhytskyi and Oleksandr Misiats},
journal= {arXiv preprint arXiv:2111.06492},
year = {2021}
}