| Abstract: | A class of linear stochastic retarded functional differential equations is considered. These equations have diffusion coefficients that do not look into the past. It is shown that the trajectories of such equations form a continuous linear cocycle on the underlying state space. At times greater than the delay the cocycle is almost surely compact. Consequently, using an infinite-dimensional Oseledec multiplicative ergodic theorem of Ruelle, the existence of a countable non-random Lyapunov spectrum is proved. In the hyperbolic case it is shown that the state space admits an almost sure saddle-point splitting which is cocycle-invariant and corresponds to an exponential dichotomy for the stochastic flow |
