Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
โ Scribed by Desmond J. Higham; Xuerong Mao; Chenggui Yuan
- Book ID
- 105878970
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 369 KB
- Volume
- 108
- Category
- Article
- ISSN
- 0029-599X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In [1,2], some e orts have been devoted to the investigation of exponential stability in mean square of neutral stochastic functional di erential equations. However, the results derived there are either di cult to demonstrate in a straightforward way for practical situations or somewhat too restrict
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