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A dynamical theory for singular stochastic delay differential equations II: Nonlinear equations and invariant manifolds (2003.03202v1)

Published 5 Mar 2020 in math.PR and math.DS

Abstract: 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 Theorem for cocycles acting on measurable fields of Banach spaces obtained in [GVR].

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