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arXiv · 2111.06492

Invariant Measure for Neutral Stochastic Functional Differential Equations with Non-Lipschitz Coefficients

Andriy Stanzhytskyi·Oleksandr Stanzhytskyi·Oleksandr Misiats
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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.

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Andriy Stanzhytskyi, Oleksandr Stanzhytskyi, Oleksandr Misiats. 2021-11-11. Invariant Measure for Neutral Stochastic Functional Differential Equations with Non-Lipschitz Coefficients. https://arxiv.org/abs/2111.06492

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