Criteria of the mean-square asymptotic stability of solutions of systems of linear stochastic difference equations with continuous time and delay
We obtain spectral and algebraic coefficient criteria and sufficient conditions for the mean-square asymptotic stability of solutions of systems of linear stochastic difference equations with continuous time and delay. We consider the case of a rational correlation between delays and a “white-noise”...
Збережено в:
| Дата: | 1998 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Українська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1998
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/4856 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | We obtain spectral and algebraic coefficient criteria and sufficient conditions for the mean-square asymptotic stability of solutions of systems of linear stochastic difference equations with continuous time and delay. We consider the case of a rational correlation between delays and a “white-noise”-type stochastic perturbation of coefficients. We use the method of Lyapunov functions. Most results are presented in terms of the Sylvester and Lyapunov matrix algebraic equations. |
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