The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow.

DOI10.1016/J.JFA.2002.04.001zbMATH Open1039.60060OpenAlexW2068495549MaRDI QIDQ1421847FDOQ1421847

Authors: Salah Mohammed, Michael Scheutzow 

Publication date: 3 February 2004

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2002.04.001

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• scientific article; zbMATH DE number 1121854

zbMATH Keywords

stochastic functional differential equationstochastic semiflow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cites Work

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• Stochastic parabolic equations in bounded domains: random evolution operator and lyapunov exponents

Cited In (29)

• Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
• Moment boundedness of linear stochastic delay differential equations with distributed delay
• The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
• Global well-posedness of stochastic 3D primitive equations with anticipating initial data
• A note on the generation of random dynamical systems from fractional stochastic delay differential equations
• Random attractors of a stochastic Hopfield neural network model with delays
• Anticipating stochastic differential systems with memory
• Global well-posedness of stochastic nematic liquid crystals with random initial and boundary conditions driven by multiplicative noise
• Second moment boundedness of linear stochastic delay differential equations
• The Burgers equation with affine linear noise: dynamics and stability
• Growth and fluctuation in perturbed nonlinear Volterra equations
• EXPONENTIAL GROWTH RATES FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
• An elementary humanomics approach to boundedly rational quadratic models
• Fractional dynamical system and its linearization theorem
• A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds
• Persistence of homoclinic orbits under white noise perturbation
• An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
• Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients
• Lack of strong completeness for stochastic flows
• A stochastic Gronwall lemma and well-posedness of path-dependent SDEs driven by martingale noise
• Speculative and hedging interaction model in oil and U.S. dollar markets -- long-term investor dynamics and phases
• Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift
• The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem.
• Global well-posedness of stochastic 2D primitive equations with random initial conditions
• Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition
• Global stability of stationary solutions for a class of semilinear stochastic functional differential equations with additive white noise
• Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise
• Quasimonotone random and stochastic functional differential equations with applications
• Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)

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