General Method of Lyapunov Functionals Construction in Stability Investigations of Nonlinear Stochastic Difference Equations with Continuous Time
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چکیده
The general method of Lyapunov functionals construction has been developed during the last decade for stability investigations of stochastic differential equations with aftereffect and stochastic difference equations. After some modification of the basic Lyapunov type theorem this method was successfully used also for difference Volterra equations with continuous time. The latter often appear as useful mathematical models. Here this method is used for a stability investigation of some nonlinear stochastic difference equation with continuous time.
منابع مشابه
Lyapunov Functionals Construction for Stochastic Difference Second-kind Volterra Equations with Continuous Time
The general method of Lyapunov functionals construction which was developed during the last decade for stability investigation of stochastic differential equations with aftereffect and stochastic difference equations is considered. It is shown that after some modification of the basic Lyapunov-type theorem, this method can be successfully used also for stochastic difference Volterra equations w...
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