Lyapunov exponents for linear delay equations in arbitrary phase spaces

Markus Riedle

No 2002,60, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

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.

Keywords: Lyapunov exponents; differential equations with infinite delay; weak* -integral; abstract phase space; variation of constants formula; stochastic delay differential equations (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb373:200260

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