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

DOI10.1016/J.JFA.2002.04.001MaRDI QIDQ1421847zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic functional differential equationstochastic semiflow

Mathematics Subject Classification ID

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

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Cited in

(30)

• Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
• Quasimonotone random and stochastic functional differential equations with applications
• 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
• Anticipating stochastic differential systems with memory
• Random attractors of a stochastic Hopfield neural network model with delays
• 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
• The stable manifold theorem for stochastic differential equations
• Persistence of homoclinic orbits under white noise perturbation
• Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients
• An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
• 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

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