Fixed points and stability of stochastic neutral partial differential equations with infinite delays. (English) Zbl 1177.93094

Summary: In this article, we study the existence and the asymptotical stability in mean square of mild solutions to stochastic neutral partial differential equations with infinite delays
\[ \begin{cases} d[X(t)+f(t,X(t-\tau)))]=[AX(t)+a(t,X(t-\delta(t)))]\,dt+b(t,X(t-\rho(t)))\,dW(t),\quad t\geq 0,\\ X_0=\varphi\in D^b_{{\mathcal F}_0}([m(0),0],H),\end{cases} \]
where \(t-\tau(t)\), \(t-\delta(t)\), \(t-\rho(t)\to\infty\) with delays \(\tau(t)\), \(\delta(t)\), \(\rho(t)\to\infty\) as \(t\to\infty\). Our method for investigating the stability of solutions is based on the fixed point theorem.


93E15 Stochastic stability in control theory
60H20 Stochastic integral equations
34K50 Stochastic functional-differential equations
47N10 Applications of operator theory in optimization, convex analysis, mathematical programming, economics
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