Lyapunov Functionals Construction for Stochastic Difference Second-kind Volterra Equations with Continuous Time
نویسنده
چکیده
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 with continuous time usable in mathematical models. The theoretical results are illustrated by numerical calculations.
منابع مشابه
Research Article Mean Square Summability of Solution of Stochastic Difference Second-Kind Volterra Equation with Small Nonlinearity
Difference equations with continuous time are popular enough with researches [1–8]. Volterra equations are undoubtedly also very important for both theory and applications [3, 8–12]. Sufficient conditions for mean square summability of solutions of linear stochastic difference second-kind Volterra equations were obtained by authors in [10] (for difference equations with discrete time) and [8] (...
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