GENERAL METHOD OF LYAPUNOV FUNCTIONALS CONSTRUCTION IN STABILITY INVESTIGATIONS OF NONLINEAR STOCHASTIC DIFFERENCE EQUATIONS WITH CONTINUOUS TIME

DOI10.1142/S0219493705001377zbMath1083.39010OpenAlexW2127930389MaRDI QIDQ5694403

Leonid Shaikhet

Publication date: 30 September 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493705001377

zbMATH Keywords

asymptotic mean square stabilityLyapunov functionals methodnonlinear stochastic Volterra difference equationstochastic difference equations with continuous time

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Generation, random and stochastic difference and differential equations (37H10)

Related Items (3)

About an unsolved stability problem for a stochastic difference equation with continuous time ⋮ Stability in Probability of Nonlinear Stochastic Volterra Difference Equations with Continuous Variable ⋮ Method of Lyapunov functionals construction in stability of delay evolution equations

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