A dynamical theory for singular stochastic delay differential equations I: Linear equations and a Multiplicative Ergodic Theorem on fields of Banach spaces

13 Dec 2019 Varzaneh Mazyar Ghani Riedel Sebastian Scheutzow Michael

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... (read more)

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  • PROBABILITY
  • DYNAMICAL SYSTEMS