Application of the general method of Lyapunov functionals construction for difference Volterra equations (Q1767834): Difference between revisions
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Revision as of 18:55, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Application of the general method of Lyapunov functionals construction for difference Volterra equations |
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Application of the general method of Lyapunov functionals construction for difference Volterra equations (English)
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8 March 2005
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The paper is concerned with a stochastic difference equation in the form \[ x_{i+1}=\eta_{i+1} +F(i,x_0,\dots, x_i). \] The mean square integrability and asymptotical stability of the solution are studied by using the formal procedure of Lyapunov functionals. This procedure is demonstrated for a linear Volterra equation with constant coefficients. The region of mean square integrability is discussed for a special class of equations.
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Lyapunov functionals
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asymptotic stability
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stochastic difference equation
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mean square integrability
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linear Volterra equation
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