Invariant measures and random attractors of stochastic delay differential equations in Hilbert space

This paper is devoted to a general stochastic delay differential equation with infinite-dimensional diffusions in a Hilbert space. We not only investigate the existence of invariant measures with either Wiener process or Lévy jump process, but also obtain the existence of a pullback attractor under...

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Elmentve itt :
Bibliográfiai részletek
Szerzők: Li Shangzhi
Guo Shangjiang
Dokumentumtípus: Folyóirat
Megjelent: 2022
Sorozat:Electronic journal of qualitative theory of differential equations
Kulcsszavak:Differenciálegyenlet - késleltetett, Hilbert-tér
Tárgyszavak:
doi:10.14232/ejqtde.2022.1.56

Online Access:http://acta.bibl.u-szeged.hu/78341
Leíró adatok
Tartalmi kivonat:This paper is devoted to a general stochastic delay differential equation with infinite-dimensional diffusions in a Hilbert space. We not only investigate the existence of invariant measures with either Wiener process or Lévy jump process, but also obtain the existence of a pullback attractor under Wiener process. In particular, we prove the existence of a non-trivial stationary solution which is exponentially stable and is generated by the composition of a random variable and the Wiener shift. At last, examples of reaction-diffusion equations with delay and noise are provided to illustrate our results.
ISSN:1417-3875