Study about stability of liner stochastic difference equations by using Lyapunov functions
published by Aِl-Baath University
in 2016
in
and research's language is
العربية
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Abstract in English
In this paper , we will discuss the way of construction of lyapunov
function for some of linear stochastic difference equations
We will use the general method of constructions of lyapunov
function for stochastic difference equations and we will obtain a
sufficient conditions of asymptotic mean square stability of zero
solution for one of linear stochastic difference equations with
constant coefficient ,By using of some main theorems and
definitions for asymptotic mean square stability for linear
stochastic difference equations .
References used
CARABALLO, T., REAL, J. and SHAIKHET, L. 2007. Method of Lyapunov functionals construction in stability of delay evolution equations. Journal of mathematical analysis and applications, 334(2), pp.1130-1145
KOLMANOVSKII, V. and SHAIKHET, L. 2002 - Construction of Lyapunov Functionals for Stochastic Hereditary Systems: A Survey of Some Recent Results . Mathematical and Computer Modeling , v. 36 , pp. 691-716
KOLMANOVSKII, V. and SHAIKHET, L .1995 - General method of lyapunov functionals construction for stability investigation of stochastic difference equations .in Dynamical system and Applications , v.4, pp.397-439