1. Asymptotic stability of evolution systems of probability measures for nonautonomous stochastic systems: Theoretical results and applications.
- Author
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Wang, Renhai, Caraballo, Tomás, and Tuan, Nguyen Huy
- Subjects
PROBABILITY measures ,STOCHASTIC systems ,INVARIANT measures ,REACTION-diffusion equations ,STOCHASTIC analysis ,EVOLUTION equations ,RANDOM fields ,EXPONENTIAL dichotomy ,RANDOM measures - Abstract
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study the asymptotic stability of evolution systems of probability measures of time inhomogeneous transition operators for nonautonomous stochastic systems. Two general theoretical results on this topic are established in a Polish space by establishing some sufficient conditions which can be verified in applications. Our abstract results are applied to a stochastic lattice reaction-diffusion equation driven by a time-dependent nonlinear noise. A time-average argument and an extended Krylov-Bogolyubov method due to Da Prato and Röckner [ Seminar on stochastic analysis, random fields and applications V , Birkhäuser, Basel, 2008] are employed to prove the existence of evolution systems of probability measures. A mild condition on the time-dependent diffusion function is used to prove that the limit of every evolution system of probability measures must be an evolution system of probability measures of the limiting equation. The theoretical results are expected to be applied to various stochastic lattice systems/ODEs/PDEs in the future. [ABSTRACT FROM AUTHOR]
- Published
- 2023
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