Construction of Lyapunov functionals for stochastic difference equations with continuous time
نویسنده
چکیده
One general method of Lyapunov functionals construction which was used earlier both for stochastic differential equations with aftereffect and for stochastic difference equations with discrete time here is applied for stochastic difference equations with continuous time. © 2004 IMACS. Published by Elsevier B.V. All rights reserved.
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...
متن کاملGeneral Method of Lyapunov Functionals Construction in Stability Investigations of Nonlinear Stochastic Difference Equations with Continuous Time
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 a...
متن کاملSome New Aspect of Lyapunov Type Theorems for Stochastic Difference Equations with Continuous Time
Some new Lyapunov type theorems for stochastic difference equations with continuous time are proven. It is shown that these theorems simplify an application of Lyapunov functionals construction method.
متن کاملMethod of Lyapunov functionals construction in stability of delay evolution equations
The investigation of stability for hereditary systems is often related to the construction of Lyapunov functionals. The general method of Lyapunov functionals construction which was proposed by V. Kolmanovskii and L. Shaikhet and successfully used already for functional differential equations, for difference equations with discrete time, for difference equations with continuous time, is used he...
متن کاملAbout stability of nonlinear stochastic difference equations
Using the method of Lyapunov functionals construction, it is shown that investigation of stability in probability of nonlinear stochastic difference equation with order of nonlinearity more than one can be reduced to the investigation of asymptotic mean square stability of the linear part of this equation. Difference equations usually appear by investigation of systems with discrete time or by ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Mathematics and Computers in Simulation
دوره 66 شماره
صفحات -
تاریخ انتشار 2004