Talk to Mathematics and Statistics Colloquium

Department of Mathematics and Statistics

  Wright State University

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

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

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.

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.