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Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives

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  • Liu, Kai

Abstract

In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are applied to stochastic heat equations with distributed delays which appear in such terms having the highest order partial derivatives. In these systems, the associated driving semigroups are generally non eventually compact.

Suggested Citation

  • Liu, Kai, 2014. "Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 267-272.
    • Handle: RePEc:eee:stapro:v:94:y:2014:i:c:p:267-272
    DOI: 10.1016/j.spl.2014.07.028
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