Please use this identifier to cite or link to this item:
Riedle, Markus
Year of Publication: 
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 2002,60
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.
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: 
Document Type: 
Working Paper

Files in This Item:
863.15 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.