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.
- Index-1 tractable
- Linear implicit equation Lyapunov exponent
- Random dynamical systems
ASJC Scopus subject areas
- Modelling and Simulation