Invariant manifolds for nonautonomous stochastic evolution equation (Q2231256)

The author considers the non-autonomous stochastic partial differential equation: \[ dx(t)= [A(t)x(t)+F(t, x(t))]dt+x(t)dW(t), \tag{1} \] where \(W(.)\) is a real Brownian motion defined on a probability space \((\Omega, \mathcal{F}, P)\), \(A(.)\) is a family of in general unbounded linear operators on a Banach space \(X\) generating an exponential dichotomy evolution family \((U(t,s))_{t\geq s\geq 0}\) with dichotomy constants \(M, \delta\) and \(F: \mathbb{R}_+\times B_\rho\rightarrow X\) is a strongly measurable nonlinear function which is Lipschitz and of linear growth with respect to the second variable with \(B_\rho\subset X\) being the centered ball of radius \(\rho>0\). Eq. (1) admits a unique solution defined by the mild form: \[ x(t)= U(t, 0)x(0)+ \int_0^t U(t,s)F(s,x(s))ds + \int_0^tU(t,s)x(s)dW(s), \tag{2} \] where the stochastic integral is defined in Stratonovich sense. The metric dynamical system \((\Omega, \mathcal{F}, P, (\theta)_{t\in \mathbb{R}})\) has been constructed, with \(\Omega\subset C^0(\mathbb{R})\), \(\theta_t(\omega)=\omega(.+t)-\omega(.)\) being the shift function, \(\theta_t(\Omega)=\Omega, \;\; \text{ for all } t \in \mathbb{R}\) and \(W(t)\) being considered as a two sides Wiener process with \(W(0)=0\). The author proves the existence of local and global stable manifolds provided: \[ \frac{2\delta MC_{\omega}}{\delta^2-\delta_0^2}<\min\{\rho/2, 1\}\quad\text{and}\quad \frac{2\delta(ML + \sup_{\tau\geq t_0}\| z(\theta_{\tau} \omega)\|e^{-\delta_0\tau})}{\delta^2-\delta_0^2}<1, \] respectively, \[ \frac{2\delta MC_{1,\omega}}{\delta^2-\delta_0^2}<\min\{\rho/2, 1\}\quad\text{and}\quad \frac{2\delta(ML + \sup_{\tau\geq t_0}\| z(\theta_{\tau} \omega)e^{-\delta_0\tau}\|)}{\delta^2-\delta_0^2}<1, \] where \(\delta_0<\delta\), \(L\) is the Lipschitz constant, \(z(\omega)=-\int_{-\infty}^0e^\tau \omega(\tau)d\tau\), \[ C_{\omega}:=\sup_{\tau\geq t_0}e^{-\delta_0\tau}(\| z(\theta_{\tau} \omega)\| \|x\|+C( \| e^{-z(\theta_{\tau} \omega)}\|+ \|x\|)), \] \(x\) is the solution of the following pathwise partial differential equation: \[ \frac{d}{dt}x(t)= A(t)x(t)+e^{z(\omega)}F(t,e^{-z(\omega)} x(t)) + z(\theta_t\omega)x(t), \] \[ C_{1, \omega}:=\sup_{\tau\geq t_0}(\| z(\theta_{\tau} \omega)\| \rho) +C(\sup_{\tau\geq t_0}(\| e^{-z(\theta_{\tau} \omega)}\|e^{-\delta_0\tau})+ \rho). \]