Behavior of solution of stochastic difference equation with continuous time under additive fading noise

DOI10.3934/dcdsb.2021043zbMath1484.39020OpenAlexW3128106755MaRDI QIDQ2064498

Leonid Shaikhet

Publication date: 6 January 2022

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2021043

zbMATH Keywords

linear matrix inequalityLyapunov functionalcontinuous timeadditive fading noiseasymptotically mean square trivial

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stable stochastic processes (60G52) Stochastic difference equations (39A50)

Related Items (1)

Stability of stochastic singular difference equations with delay

Cites Work

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