Arbeitspapier

Lyapunov exponents for linear delay equations in arbitrary phase spaces

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.

Sprache
Englisch

Erschienen in
Series: SFB 373 Discussion Paper ; No. 2002,60

Klassifikation
Wirtschaft
Thema
Lyapunov exponents
differential equations with infinite delay
weak* -integral
abstract phase space
variation of constants formula
stochastic delay differential equations

Ereignis
Geistige Schöpfung
(wer)
Riedle, Markus
Ereignis
Veröffentlichung
(wer)
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
(wo)
Berlin
(wann)
2002

Handle
URN
urn:nbn:de:kobv:11-10049188
Letzte Aktualisierung
10.03.2025, 11:42 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Riedle, Markus
  • Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Entstanden

  • 2002

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