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General method of Lyapunov functionals construction for stability investigation of stochastic difference equations. (English) Zbl 0846.93083

Agarwal, R. P. (ed.), Dynamical systems and applications. Singapore: World Scientific. World Sci. Ser. Appl. Anal. 4, 397-439 (1995).
Solutions of stochastic difference equations are studied. Methods are given to construct Lyapunov functions in terms of the coefficients of the (mainly linear) equations yielding stochastic stability in the sense of moments.
For the entire collection see [Zbl 0834.00036].

MSC:

93E15 Stochastic stability in control theory
93D20 Asymptotic stability in control theory
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