Copyright © 2003 Elsevier Inc. All rights reserved.
The stable manifold theorem for non-linear stochastic systems with memory. I. Existence of the semiflow
Received 10 January 2000;
revised 1 April 2002;
accepted 24 June 2003;
Communicated by L. Gross
Available online 14 October 2003.
Abstract
We consider non-linear stochastic functional differential equations (sfde's) on Euclidean space. We give sufficient conditions for the sfde to admit locally compact smooth cocycles on the underlying infinite-dimensional state space. Our construction is based on the theory of finite-dimensional stochastic flows and a non-linear variational technique. In Part II of this article, the above result will be used to prove a stable manifold theorem for non-linear sfde's.
Author Keywords: Stochastic semiflow; Stochastic functional differential equation (sfde)
Mathematical subject codes: primary 60H10; 60H20; secondary 60H25






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