We prove the existence of a stationary random solution to a delay random ordinary differential system, which attracts all other solutions in both pullback and forwards senses. The equation contains a one-sided dissipative Lipschitz term without delay, while the random delay appears in a globally Lipschitz one. The delay function only needs to be continuous in time. Moreover, we also prove that the split implicit Euler scheme associated to the random delay differential system generates a discrete time random dynamical system, which also possesses a stochastic stationary solution with the same attracting property, and which converges to the stationary solution of the delay random differential equation pathwise as the stepsize goes to zero.
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Caraballo, T., Kloeden, P.E. & Real, J. Discretization of Asymptotically Stable Stationary Solutions of Delay Differential Equations with a Random Stationary Delay. J Dyn Diff Equat 18, 863–880 (2006). https://doi.org/10.1007/s10884-006-9022-5
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DOI: https://doi.org/10.1007/s10884-006-9022-5