Related papers: A dynamical theory for singular stochastic delay d…
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…
We formulate and prove a {\it Local Stable Manifold Theorem\/} for stochastic differential equations (sde's) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and It\^o-type…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
This article is a sequel to [M.Z.Z.1] aimed at completing the characterization of the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near…
We study some classes of semi-linear differential equations including both well-posed and ill-posed cases that can generate cocycles (or cocycle correspondences with generating cocycles). Under exponential dichotomy condition with other…
Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…
Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…
The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…
The main objective of this work is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations (see's) and stochastic partial differential equations (spde's) near stationary solutions. Such…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
A general local center manifold theorem around stationary trajectories is proved for nonlinear cocycles acting on measurable fields of Banach spaces.
Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…
If a differential equation in a Banach manifold is invariant or quasi-invariant under the action of one or more Lie groups, then its stationary points cannot be isolated, so that classical linearized stability theorem does not apply to it.…
The aim of this paper is to prove the existence and smoothness of stable and unstable invariant manifolds for a stochastic delayed partial differential equation of parabolic type. The stochastic delayed partial differential equation is…
For a class of $(N+1)$-dimensional systems of differential delay equations with a cyclic and monotone negative feedback structure, we construct a two-dimensional invariant manifold, on which phase curves spiral outward towards a bounding…
We prove the existence of local stable, unstable, and center manifolds for stochastic semiflows induced by rough differential equations driven by rough paths valued stochastic processes around random fixed points of the equation. Examples…
We prove a semi-invertible Oseledets theorem for cocycles acting on measurable fields of Banach spaces, i.e. we only assume invertibility of the base, not of the operator. As an application, we prove an invariant manifold theorem for…
In this note we consider local invariant manifolds of functional differential equations representing differential equations with state-dependent delay. Starting with a local center-stable and a local center-unstable manifold of the…