The stable manifold theorem for stochastic differential equations

DOI10.1214/aop/1022677380zbMath0940.60084arXivmath/9803160OpenAlexW2163088626MaRDI QIDQ1807220

Salah-Eldin A. Mohammed, Michael K. R. Scheutzow

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/9803160

zbMATH Keywords

invariant manifolds multiplicative ergodic theory semimartingale-helix

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40)

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