相关论文: A dynamical theory for singular stochastic delay d…

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…

Versions of the Oseledets multiplicative ergodic theorem for cocycles acting on infinite-dimensional Banach spaces have been investigated since the pioneering work of Ruelle in 1982 and are a topic of continuing research interest. For a…

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…

The semi-invertible version of Oseledets' multiplicative ergodic theorem providing a decomposition of the underlying state space of a random linear dynamical system into fast and slow spaces is deduced for a strongly measurable cocycle on a…

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…

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…

We consider linear cocycles taking values in $\textup{SL}_d(\mathbb{R})$ driven by homeomorphic transformations of a smooth manifold, in discrete and continuous time. We show that any discrete-time cocycle can be extended to a…

Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…

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…

Using multiplicative ergodic theory we prove two formulae describing the relationships between different joint spectral radii for sets of bounded linear operators acting on a Banach space. In particular we recover a formula previously…

We study strictly ergodic Delone dynamical systems and prove an ergodic theorem for Banach space valued functions on the associated set of pattern classes. As an application, we prove existence of the integrated density of states in the…

A general local center manifold theorem around stationary trajectories is proved for nonlinear cocycles acting on measurable fields of Banach spaces.

A volume growth-based proof of the Multiplicative Ergodic Theorem for Banach spaces is presented, following the approach of Ruelle for cocycles acting on a Hilbert space. As a consequence, we obtain a volume growth interpretation for the…

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…

Chaotic linear dynamics deals primarily with various topological ergodic properties of semigroups of continuous linear operators acting on a topological vector space. We treat questions of characterizing which of the spaces from a given…

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…

We prove a multiplicative ergodic theorem for bistochastic completely positive (bcp) linear cocycles acting on finite-dimensional matrix algebras, giving an invariant splitting described explicitly in terms of the multiplicative domains of…

In this paper we introduce a new kind of Backward Stochastic Differential Equations, called ergodic BSDEs, which arise naturally in the study of optimal ergodic control. We study the existence, uniqueness and regularity of solution to…

This work is devoted to the study of a class of linear time-inhomogeneous evolution equations in a scale of Banach spaces. Existence, uniquenss and stability for classical solutions is provided. We study also the associated dual Cauchy…

We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expectation systems. By further assuming that these sublinear…