A dynamical systems approach to singular stochastic delay differential equations

  • Sebastian Riedel (TU Berlin)
A3 01 (Sophus-Lie room)


Stochastic delay differential equations (SDDE) are prominent examples of stochastic differential equations on infinite-dimensional spaces which, in general, do not generate a stochastic flow. Consequently, a dynamical theory to study these equations seemed to be impossible for a long time. In this talk, we solve this problem by showing that SDDE indeed induce random dynamical systems on an infinite dimensional fiber bundle. On this structure, we can prove a Multiplicative Ergodic Theorem which yields a spectral theory for linear SDDE. As an application, we can prove a stable manifold theorem for SDDE. Joint work with Mazyar Ghani Varzaneh and Michael Scheutzow (both TU Berlin).

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

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