Hyperbolic State Space Decomposition for a Linear Stochastic Delay Equation

DOI10.1137/0324031zbMATH Open0588.60051OpenAlexW2091345282MaRDI QIDQ3715982FDOQ3715982

Authors: Salah Mohammed, Michael Scheutzow, Heinrich von Weizsäcker 

Publication date: 1986

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0324031

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zbMATH Keywords

asymptotic stationarityhyperbolic decompositioninfinite dimensional diffusionstochastic variation of constants

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic systems in control theory (general) (93E03)

Cited In (4)

• Adaptive estimation for affine stochastic delay differential equations
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations
• Unstable invariant distributions for a class of stochastic delay equations
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations

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