Summary: Lyapunov exponents for
di#erential equations with
infinite delay
Markus Riedle
Humboldt--University of Berlin
riedle@mathematik.hu­berlin.de
Moscow
14 August 2002

A#ne Stochastic Delay Equation:
X(t, #) = #(0, #) + # t
0
L(X s (·, #))ds +W (t, #), t # 0,
X(u, #) = #(u, #), u # 0,
with
y : # y s := {y(s + u); u # 0};
B # {# : (-#, 0] # :} phase space
- normed linear subspace with norm #·# B ;
- only described axiomatically.
L : B # linear, bounded;

Source: Applebaum, David - Department of Probability and Statistics, University of Sheffield

Collections: Mathematics