The stable manifold theorem for stochastic differential equations

Annals of Probability

Volumn 27, Issue 2, 1999, Pages 615-652

  Mohammed, Salah Eldin A ^a,b   Scheutzow, Michael K R ^b,c  

^a Southern Illinois University Carbondale   (United States)

^b MATHEMATICAL SCIENCES RESEARCH INSTITUTE   (United States)

^c TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

Author keywords

(perfect) cocycle; Asymptotic invariance; Hyperbolic stationary trajectory; Local characteristics; Local stable unstable manifolds; Lyapuncv exponents; Spatial semimartingale; Stochastic differential equation (SDE); Stochastic flow

Indexed keywords

EID: 0033455085     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022677380     Document Type: Article

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