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Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces

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  • Liu, Kai

Abstract

In this paper, we consider stationarity of a class of second-order stochastic evolution equations with memory, driven by Wiener processes or Lévy jump processes, in Hilbert spaces. The strategy is to formulate by reduction some first-order systems in connection with the stochastic equations under investigation. We develop asymptotic behavior of dissipative second-order equations and then apply them to time delay systems through Gearhart–Prüss–Greiner’s theorem. The stationary distribution of the system under consideration is the projection on the first coordinate of the corresponding stationary results of a lift-up stochastic system without delay on some product Hilbert space. Last, two examples of stochastic damped wave equations with memory are presented to illustrate our theory.

Suggested Citation

  • Liu, Kai, 2020. "Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces," Stochastic Processes and their Applications, Elsevier, vol. 130(1), pages 366-393.
    • Handle: RePEc:eee:spapps:v:130:y:2020:i:1:p:366-393
    DOI: 10.1016/j.spa.2019.03.015
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    Cited by:

    1. Liu, Kai, 2019. "Stability in distribution for stochastic differential equations with memory driven by positive semigroups and Lévy processes," Applied Mathematics and Computation, Elsevier, vol. 362(C), pages 1-1.
    2. Wang, Wei & Wang, Xiulian, 2023. "Stationary distributions for stochastic differential equations with memory driven by α-stable processes," Statistics & Probability Letters, Elsevier, vol. 195(C).

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