Index-1 tractable Linear implicit equation Lyapunov exponent Random dynamical systems
Issue Date:
2007
Publisher:
Stochastics and Dynamics
Citation:
Volume: 7, Issue: 2, Page : 229-245
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. ??
2007 World Scientific Publishing Company.
