Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup
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چکیده
It is shown that for an SDE in a Hilbert space, eventual compactness of the driving semigroup together with compact perturbations can be used to establish the existence of an invariant measure. The result is applied to stochastic functional differential equations and the heat equation perturbed by delay and noise, which are both shown to be driven by an eventually compact semigroup.
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تاریخ انتشار 2009