The Stable Manifold Theorem for Stochastic Differential Equations
نویسندگان
چکیده
منابع مشابه
The Stable Manifold Theorem for Stochastic Differential Equations
We formulate and prove a local stable manifold theorem for stochastic differential equations (SDEs) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and Itôtype equations are treated. Starting with the existence of a stochastic flow for a SDE, we introduce the notion of a hyperbolic stationary trajectory. We prove the existence of inva...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1999
ISSN: 0091-1798
DOI: 10.1214/aop/1022677380