This article proposes a method to deal with the mean square exponential stability of impulsive stochastic difference equations. By establishing a difference inequality, we obtain some sufficient conditions ensuring the exponential stability, in mean square, of systems under consideration. The result
Mean square stability of difference equations with a stochastic delay
β Scribed by V.B. Kolmanovskii; T.L. Maizenberg; J.-P. Richard
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 107 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0362-546X
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β¦ Synopsis
The paper describes mean-square stability conditions for nonlinear delay di erence equations with a stochastic delay. The ΓΏrst part develops a formula for the inΓΏnitesimal operator. Using this formula asymptotic mean square stability conditions are derived. A ΓΏnal example is provided.
π SIMILAR VOLUMES
Many processes in automatic regulation, physics, mechanics, biology, economy, ecology, etc. can be modelled by hereditary systems (see, e.g., [1][2][3][4]). One of the main problems for the theory of such systems and their applications is connected with stability (see, e.g., [2][3][4]). Many stabili