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Talk to Mathematics and Statistics Colloquium

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Wright State University

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Dayton, Ohio, January 7, 2000; 3:00pm

The talk is titled ``The Dynamics of Stochastic Systems
with Memory".
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Abstract:

We describe an approach to the dynamics of stochastic systems
with finite memory using multiplicative cocycles in Hilbert space.
We introduce the notion of hyperbolicity
for stationary solutions of the stochastic differential system.
We then establish the existence of
smooth stable and unstable manifolds in a neighborhood of a hyperbolic
stationary solution. The stable and unstable manifolds are stationary and
asymptotically invariant under the stochastic semiflow. The proof uses ideas from
infinite-dimensional multiplicative ergodic theory and interpolation
arguments.
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The Lecture:

To download the lecture, please click on one of the following:

compressed postscript file
(234K)
postscript file (uncompressed)
(592K)
dvi file
(394K)
pdf file
(332K)

*
Salah's Home Page*

*January 10, 2000.*