Hyperbolic State Space Decomposition for a Linear Stochastic Delay Equation

DOI10.1137/0324031zbMath0588.60051OpenAlexW2091345282MaRDI QIDQ3715982

Salah-Eldin A. Mohammed, Heinrich von Weizsäcker, Michael K. R. Scheutzow

Publication date: 1986

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0324031

zbMATH Keywords

asymptotic stationarityinfinite dimensional diffusionhyperbolic decompositionstochastic variation of constants

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Unstable invariant distributions for a class of stochastic delay equations ⋮ Adaptive estimation for affine stochastic delay differential equations ⋮ The lyapunov spectrum and stable manifolds for stochastic linear delay equations ⋮ The lyapunov spectrum and stable manifolds for stochastic linear delay equations

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