Related papers: The Stable Manifold Theorem for Stochastic Differe…
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…
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…
Building on results obtained in [GVRS], we prove Local Stable and Unstable Manifold Theorems for nonlinear, singular stochastic delay differential equations. The main tools are rough paths theory and a semi-invertible Multiplicative Ergodic…
We introduce a new technique for proving the classical Stable Manifold theorem for hyperbolic fixed points. This method is much more geometrical than the standard approaches which rely on abstract fixed point theorems. It is based on the…
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…
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…
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…
Little seems to be known about the invariant manifolds for stochastic partial differential equations (SPDEs) driven by nonlinear multiplicative noise. Here we contribute to this aspect and analyze the Lu-Schmalfu{\ss} conjecture…
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 show the existence of a local stable manifold for a bidirectional discrete-time nondiffeomorphic nonlinear Hamiltonian dynamics. This is the case where zero is a closed loop eigenvalue and therefore the Hamiltonian matrix is not…
In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment…
In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…
We study semilinear rough stochastic partial differential equations as introduced in [Gerasimovi{\v{c}}s, Hairer; EJP 2019]. We provide $\mathcal{L}^p(\Omega)$-integrable a priori bounds for the solution and its linearization in case the…
In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…
We provide a new approach to stable ergodicity of systems with dominated splittings, based on a geometrical analysis of global stable and unstable manifolds of hyperbolic points. Our method suggests that the lack of uniform size of Pesin's…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
It is well-known that stable and unstable manifolds strongly influence fluid motion in unsteady flows. These emanate from hyperbolic trajectories, with the structures moving nonautonomously in time. The local directions of emanation at each…
Due to the existence of multiple stationary distributions, we study the stability and instability of a stationary distribution for distribution dependent stochastic differential equations. This note is devoted to the instability of a…
This Part establishes the geometric theory of uniformly hyperbolic sets with explicit quantitative bounds throughout, and contains five main theorems. The Stable Manifold Theorem is proved via the backward graph transform, with a complete…