The W-transform in stability analysis for stochastic linear functional difference equations

DOI10.1016/j.jmaa.2012.01.003zbMath1248.93168OpenAlexW2077047672MaRDI QIDQ764962

Arcady Ponosov, R. I. jun. Kadiev

Publication date: 16 March 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.01.003

zbMATH Keywords

stabilityadmissibilitystochastic difference equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Linear difference equations (39A06)

Related Items

Input-to-state stability of linear stochastic functional differential equations ⋮ Exponential stability of Itô-type linear functional difference equations ⋮ Stability analysis of solutions of continuous-discrete stochastic systems with aftereffect by a regularization method ⋮ Partial stability of systems of Itô linear delay differential equations ⋮ Stability of solutions of systems of linear Itô difference equations with aftereffect with respect to the initial data ⋮ Global stability of systems of nonlinear Itô differential equations with aftereffect and N. V. Azbelev's \(W\)-method ⋮ Stability of solutions of linear difference Itô equations with aftereffect

Cites Work

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• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Asymptotic stability of Itô differential systems with retarded argument
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