A Dynamical Theory for Singular Stochastic Delay Differential Equations I: Linear Equations and a Multiplicative Ergodic Theorem on Fields of Banach Spaces
DOI10.1137/21M1433435zbMath1490.34103arXiv1903.01172OpenAlexW2970744525WikidataQ113779036 ScholiaQ113779036MaRDI QIDQ5037779
Sebastian Riedel, Mazyar Ghani Varzaneh, Michael K. R. Scheutzow
Publication date: 4 March 2022
Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.01172
random dynamical systemsrough pathsmultiplicative ergodic theoremstochastic delay differential equation
Gaussian processes (60G15) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Generation, random and stochastic difference and differential equations (37H10) Stochastic analysis (60H99)
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