Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results
type: Item
instance of: scholarly article
title: Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results
zbMATH Open document ID: 1029.93057
DOI: 10.1016/S0895-7177(02)00168-1
author: V. B. Kolmanovskii
author: Leonid Shaikhet
published in: Mathematical and Computer Modelling
publication date: 2003-10-14T00:00:00Z
review text: Stochastic discrete-time systems with multiple delays are considered. A procedure for Lyapunov function construction is given for such systems. This procedure is applied to linear systems with constant coefficients, with monotone coefficients, with time-varying delays, and with discrete Volterra equations of the second type. Then, continuous-time versions of these results are presented. Many illustrative examples are also incorporated into the paper.
Mathematics Subject Classification ID: 93D30
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C23
zbMATH DE Number: 1992505
zbMATH Keywords: Lyapunov stability
zbMATH Keywords: stochastic stability
zbMATH Keywords: discrete-time systems
zbMATH Keywords: systems governed by functional-differential equations
zbMATH Keywords: time-varying systems
zbMATH Keywords: Lyapunov function
zbMATH Keywords: time-varying delays
zbMATH Keywords: Volterra equations
reviewed by: Edwin Engin Yaz
MaRDI profile type: Publication
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full work available at URL: s0895-7177(02)00168-1
OpenAlex ID: W1988672804
description: scientific article; zbMATH DE number 1992505