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Title:Lyapunov exponents for linear delay equations in arbitrary phase spaces PDF Logo
Authors:Riedle, Markus
Issue Date:2002
Series/Report no.:Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 2002,60
Abstract:A linear differential equation with infinite delay is considered in the generalized form as an integral equation. As usually, the function space ß of the admissible initial conditions is only described axiomatically. Merely using this abstract description the long time behavior of the solutions is determined by calculating the Lyapunov exponents. The calculation is based on a representation of the solution in the second dual space of ß. The representation requires a modified version of the usual weak* -integral.
Subjects:Lyapunov exponents
differential equations with infinite delay
weak* -integral
abstract phase space
variation of constants formula
stochastic delay differential equations
Persistent Identifier of the first edition:urn:nbn:de:kobv:11-10049188
Document Type:Working Paper
Appears in Collections:Discussion Papers, SFB 373, HU Berlin

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