Construction of Lyapunov functionals for stochastic difference equations with continuous time

DOI10.1016/j.matcom.2004.03.006zbMath1066.93062OpenAlexW2119033269MaRDI QIDQ1877719

Leonid Shaikhet

Publication date: 19 August 2004

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2004.03.006

zbMATH Keywords

delayLyapunov functionalsdiscrete systemStochastic stabilityDifference equations

Mathematics Subject Classification ID

Lyapunov and storage functions (93D30) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15)

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Cites Work

• Stability of functional differential equations
• Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
• Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results
• Criteria for the stability of systems of linear deterministic and stochastic difference equations with continuous time and with delay
• Some peculiarities of the general method of Lyapunov functionals construction
• About one application of the general method of Lyapunov functionals construction
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