Displaying similar documents to “An extension of the invariance principle for a class of differential equations with finite delay.”

A Perron-type theorem for nonautonomous delay equations

Luis Barreira, Claudia Valls (2013)

Open Mathematics

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We show that if the Lyapunov exponents of a linear delay equation x′ = L(t)x t are limits, then the same happens with the exponential growth rates of the solutions to the equation x′ = L(t)x t + f(t, x t) for any sufficiently small perturbation f.

Potentials of a Markov process are expected suprema

Hans Föllmer, Thomas Knispel (2007)

ESAIM: Probability and Statistics

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Expected suprema of a function  observed along the paths of a nice Markov process define an excessive function, and in fact a potential if  vanishes at the boundary. Conversely, we show under mild regularity conditions that any potential admits a representation in terms of expected suprema. Moreover, we identify the maximal and the minimal representing function in terms of probabilistic potential theory. Our results are motivated by the work of El Karoui and Meziou (2006) on the max-plus...