Invariant measures and their limiting behavior for neutral type stochastic delay equations in Hilbert space
摘要
In this work we consider invariant measures for neutral type stochastic delay evolution equations in Hilbert space. We derive the conditions for the existence and uniqueness of invariant measure for neutral type stochastic delay evolution equation. The limiting behavior of invariant measures is also investigated in the asymptotic limit, as the length of delay interval tends to zero.