We report temperature-dependent steady-state and time-resolved fluorescence studies to probe the exciton dynamics in double-wall tubular J-aggregates formed by self-assembly of the dye 3,3'-bis(3-sulfopropyl)-5,5',6,6,-tetrachloro-1,1'-dioctylbenzimidacarbo cyanine. We focus on the lowest energy fluorescence band, originating from the inner cylindrical wall. At low temperatures, the experiments reveal a nonexponential decay of the fluorescence, with a typical time scale that depends on the emission wavelength. At these temperatures we also find a dynamic Stokes shift of the fluorescence spectrum and its nonmonotonic dependence on temperature under steady-state conditions. All these data indicate that below about 20 K the excitons in the lowest fluorescence band do not reach thermal equilibrium before emission occurs, while above about 60 K thermalization on this time scale is complete. By comparing the two lowest fluorescence bands, we also find indications for fast energy transfer from the outer to the inner wall. We show that the Frenkel exciton model with diagonal disorder, which previously has been proposed to explain the absorption and linear dichroism spectra of these aggregates, yields a quantitative explanation to the observed dynamics. To this end, we extend the model to account for weak phonon-induced scattering of the localized exciton states; the spectral dynamics are then described by solving a Pauli master equation for the exciton populations.