Abstract
In this work, we shall consider stationary (mild) solutions for a class of retarded functional linear differential equations with additive noise in Hilbert spaces. We first introduce a family of Green operators for the stochastic systems and establish stability results which will play an important role in the investigation of stationary solutions. A criterion imposed on the Green operators is presented to identify a unique stationary solution for the systems considered. Under strong quasi-Feller property, it is shown that this criterion is a sufficient and necessary condition to guarantee a unique stationary solution, based on a method having its origins in optimal control theory.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.