Asymptotic stability of evolution systems of probability measures for nonautonomous stochastic systems: Theoretical results and applications

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. A general theoretical result on this topic is 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 method and a mild condition on the time-dependent diffusion function are 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.