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

Kai Liu

Stochastic Processes and their Applications, 2020, vol. 130, issue 1, 366-393

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.

Keywords: Stationary solutions; Second order stochastic evolution equations; Time delay (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spa.2019.03.015

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