Lyapunov Functionals and Stability of Stochastic Difference Equations
Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional. "Lyapunov Functionals and Stability of Stochastic Difference Equations" describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation.
"Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional. "Lyapunov Functionals and Stability of Stochastic Difference Equations" describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation."@en
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Calculus of Variations and Optimal Control; Optimization
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