Invariant measure for neutral stochastic functional differential equations with non-Lipschitz coefficients-Reference-Cited by-同舟云学术

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

Published:2022 Issue:6 Volume:11 Page:1929
ISSN:2163-2480
Container-title:Evolution Equations and Control Theory
language:
Short-container-title:EECT

Author:

Stanzhytsky Andriy¹,Misiats Oleksandr²,Stanzhytskyi Oleksandr³

Affiliation:

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

Abstract

<p style='text-indent:20px;'>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.</p>

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Modeling and Simulation

Reference31 articles.

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