Hyperbolic State Space Decomposition for a Linear Stochastic Delay Equation

DOI10.1137/0324031MaRDI QIDQ3715982zbMATH OpenOpenAlexFDO

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

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)

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(4)

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

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