Existence of invariant manifolds for stochastic equations in infinite dimension

DOI10.1016/S0022-1236(03)00008-9zbMath1013.60035MaRDI QIDQ1869055

Josef Teichmann, Damir Filipović

Publication date: 9 April 2003

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

submanifoldsFrobenius theoreminterest rate modelsaffine term structureanalysis on Frechet spacesfinite-dimensional invariant

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Evolution inclusions (34G25) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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