Stability in probability of nonlinear stochastic volterra difference equations with continuous variable
In: Stochastic analysis and applications, Jg. 25 (2007), Heft 6, S. 1151-1165
academicJournal
- print, 12 ref
Zugriff:
The general method of Lyapunov functionals construction, that was proposed by Kolmanovskii and Shaikhet and successfully used already for functional-differential equations, difference equations with discrete time, difference equations with continuous time, and is used here to investigate the stability in probability of nonlinear stochastic Volterra difference equations with continuous time. It is shown that the investigation of the stability in probability of nonlinear stochastic difference equation with order of nonlinearity more than one can be reduced to investigation of the asymptotic mean square stability of the linear part of this equation.
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Stability in probability of nonlinear stochastic volterra difference equations with continuous variable
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Autor/in / Beteiligte Person: | JIAOWAN, LUO ; SHAIKHET, Leonid |
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Zeitschrift: | Stochastic analysis and applications, Jg. 25 (2007), Heft 6, S. 1151-1165 |
Veröffentlichung: | Philadelphia, PA: Taylor & Francis, 2007 |
Medientyp: | academicJournal |
Umfang: | print, 12 ref |
ISSN: | 0736-2994 (print) |
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