Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results (Q1410186): Difference between revisions

Stochastic discrete-time systems with multiple delays are considered. A procedure for Lyapunov function construction is given for such systems. This procedure is applied to linear systems with constant coefficients, with monotone coefficients, with time-varying delays, and with discrete Volterra equations of the second type. Then, continuous-time versions of these results are presented. Many illustrative examples are also incorporated into the paper.