The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay

Abstract

The polynomial stability problem of stochastic delay differential equations has been studied in recent years. In contrast, there are relatively few works on stochastic partial differential equations with pantograph delay. The present paper is devoted to investigating large-time asymptotic properties of solutions for stochastic pantograph delay evolution equations with nonlinear multiplicative noise. We first show that the mild solutions of stochastic pantograph delay evolution equations with nonlinear multiplicative noise tend to zero with general decay rate (including both polynomial and logarithmic rates) in the [Formula: see text]th moment and almost sure senses. The analysis is based on the Banach fixed point theorem and various estimates involving the gamma function. Moreover, by using a generalized version of the factorization formula and exploiting an approximation technique and a convergence analysis, we construct the nontrivial equilibrium solution, defined for [Formula: see text], for stochastic pantograph delay evolution equations with nonlinear multiplicative noise. In particular, the uniqueness, Hölder regularity in time and general stability, in the [Formula: see text]th moment and almost sure senses, of the nontrivial equilibrium solution are established.