Degenerate cocycle with index-1 and Lyapunov exponents

Nguyen Huu Du, Khanh Duy Trinh, Vu Tien Viet

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

This paper deals with the solvability of initial-value problem and with Lyapunov exponents for linear implicit random difference equations, i.e. the difference equations where the leading term cannot be solved. An index-1 concept for linear implicit random difference equations is introduced and a formula of solutions is given. Paper is also concerned with a version of the multiplicative theorem of Oseledets type.

Original languageEnglish
Pages (from-to)229-245
Number of pages17
JournalStochastics and Dynamics
Volume7
Issue number2
DOIs
Publication statusPublished - 2007 Jun 1
Externally publishedYes

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Keywords

  • Index-1 tractable
  • Linear implicit equation Lyapunov exponent
  • Random dynamical systems

ASJC Scopus subject areas

  • Modelling and Simulation

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