A dynamical theory for singular stochastic delay differential equations I: Linear equations and a Multiplicative Ergodic Theorem on fields of Banach spaces

Abstract

We show that singular stochastic delay differential equations (SDDEs) induce cocycle maps on a field of Banach spaces. A general Multiplicative Ergodic Theorem on fields of Banach spaces is proved and applied to linear SDDEs. In Part II of this article, we use our results to prove a stable manifold theorem for non-linear singular SDDEs.