Stability of solutions of systems of linear Itô difference equations with aftereffect with respect to the initial data
type: Item
instance of: scholarly article
title: Stability of solutions of systems of linear Itô difference equations with aftereffect with respect to the initial data
zbMATH Open document ID: 1328.39032
DOI: 10.1134/S0012266115070022
published in: Differential Equations
publication date: 2015-10-14T00:00:00Z
review text: The paper deals with the vector linear Itô difference equation with aftereffect \[ x(s+1)=x(s) + \sum_{-\infty}^sA_1(s,j)x(j)h + \sum_{i=2}^m \sum_{j=-\infty}^sA_i(s,j)x(j)(B_i((s+1)h)-B_i(sh)),\;s\in \mathbb N_{+} \] \[ x(j) = \varphi (j),\;j<0. \] Sufficient conditions are given for the \(p\)- and \(2p\)-stability, asymptotic stability and exponential stability of the aforementioned system.
reviewed by: Vladimir Răsvan
Mathematics Subject Classification ID: 39A50
Mathematics Subject Classification ID: 39A30
zbMATH DE Number: 6493782
zbMATH Keywords: Itô linear difference equation
zbMATH Keywords: aftereffect
zbMATH Keywords: \(p\)-stability
author: Ramazan Kadiev
MaRDI profile type: Publication
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full work available at URL: s0012266115070022
OpenAlex ID: W2175552129
description: scientific article; zbMATH DE number 6493782