A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces

DOI10.1137/21M1433435zbMATH Open1490.34103arXiv1903.01172OpenAlexW2970744525WikidataQ113779036 ScholiaQ113779036MaRDI QIDQ5037779FDOQ5037779

Authors: Mazyar Ghani Varzaneh, Sebastian Riedel, Michael Scheutzow 

Publication date: 4 March 2022

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Abstract: We show that singular stochastic delay differential equations (SDDEs) induce cocycle maps on a field of Banach spaces. A general Multiplicative Ergodic Theorem on fields of Banach spaces is proved and applied to linear SDDEs. In Part II of this article, we use our results to prove a stable manifold theorem for non-linear singular SDDEs.

Full work available at URL: https://arxiv.org/abs/1903.01172

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zbMATH Keywords

multiplicative ergodic theoremrandom dynamical systemsrough pathsstochastic delay differential equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Stochastic analysis (60H99)

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Cited In (8)

• Random attractors of a stochastic Hopfield neural network model with delays
• Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
• Oseledets splitting and invariant manifolds on fields of Banach spaces
• Stability of hyperbolic Oseledets splittings for quasi-compact operator cocycles
• A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds
• Center manifolds for rough partial differential equations
• Nonlinear flows of stochastic linear delay equations
• Global solutions and random dynamical systems for rough evolution equations

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