INVARIANT MEASURES OF STOCHASTIC DELAY LATTICE SYSTEMS

This paper is concerned with the existence and uniqueness of invariant measures for infinite-dimensional stochastic delay lattice systems defined on the entire integer set. For Lipschitz drift and diffusion terms, we prove the existence of invariant measures of the systems by showing the tightness of a family of probability distributions of solutions in the space of continuous functions from a finite interval to an infinite-dimensional space, based on the idea of uniform tail-estimates, the technique of diadic division and the Arzela-Ascoli theorem. We also show the uniqueness of invariant measures when the Lipschitz coefficients of the nonlinear drift and diffusion terms are sufficiently small.