Moment Lyapunov exponent of delay differential equations (Q1608183)

The author considers stochastic differential equations with a finite time lag and applies Hale's reduction approach to the linearised equation in order to be able to apply results for finite-dimensional random dynamical systems. By this method, explicit expressions for the occurrence of stable and unstable responses are derived using \(p\)th-moment Lyapunov exponents. The idea is illustrated by two examples, an equation describing a delayed single-degree-of-freedom system and an extension of Duffing's equation by a delayed term. The methods applied consist of Andronov-Hopf bifurcations, the centre manifold theorem and the integral stochastic averaging method.