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 language | English |
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Pages (from-to) | 229-245 |
Number of pages | 17 |
Journal | Stochastics and Dynamics |
Volume | 7 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2007 Jun |
Keywords
- Index-1 tractable
- Linear implicit equation Lyapunov exponent
- Random dynamical systems
ASJC Scopus subject areas
- Modelling and Simulation