Stability of Stochastic Linear Difference Equations with Varying Delay
نویسندگان
چکیده
Many processes in automatic regulation, physics, mechanics, biology, economy, ecology etc. can be modelled by hereditary systems (see, e.g. [1-3]). One of the main problems for the theory of such systems and their applications is connected with stability [1,2]. Many stability results were obtained by the construction of appropriate Lyapunov functionals. In [4-8] the method is proposed allowing, in some sense, to formalize the procedure of the corresponding Lyapunov functionals construction for investigation of stochastic difference equations stability. Here by virtue of proposed procedure the sufficient conditions of asymptotic mean square stability for stochastic linear difference equations with varying delays are obtained.
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