The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem. (Q1423432): Difference between revisions

[For part I see ibid. 205, No. 2, 271--305 (2003; Zbl 1039.60060).] The autonomous stochastic functional differential equation \[ \begin{cases} dx(t)= H(x(t), x_t)\,dt+ G(x(t))\,dW(t),\quad t> 0,\\ x(0)= \nu\in \mathbb{R}^d,\quad x_0= \eta\in L^2([- r,0],\mathbb{R}^d),\end{cases}\tag{1} \] driven by the Brownian motion \(W:\mathbb{R}\times \Omega\to \mathbb{R}^d\) is considered. The authors introduce the notion of stationary hyperbolic trajectory for equation (1). Under certain assumptions on the regularity of the coefficients \(H\) and \(G\) they prove a local stable manifold theorem for the equation (1) near a hyperbolic stationary trajectory. This theorem characterizes the local stability and unstability of the stochastic semiflow of (1) in the neighborhood of a hyperbolic stationary point.