Criteria of the mean-square asymptotic stability of solutions of systems of linear stochastic difference equations with continuous time and delay

• Datum: 1998
• Hauptverfasser: Korenevsky, D. G., Коренівський, Д. Г.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1998
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4856
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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”...