Construction of Lyapunov functionals for stochastic difference equations with continuous time
One general method of Lyapunov functionals construction which was used earlier both for stochastic differential equations with aftereffect and for stochastic difference equations with discrete time here is applied for stochastic difference equations with continuous time.
Year of publication: |
2004
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Authors: | E. Shaikhet, Leonid |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 66.2004, 6, p. 509-521
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Publisher: |
Elsevier |
Subject: | Difference equations | Stochastic | Stability | Lyapunov functionals construction method |
Saved in:
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