Mean square stability of difference equations with a stochastic delay (Q1863470): Difference between revisions

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Mean square stability of difference equations with a stochastic delay
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    Mean square stability of difference equations with a stochastic delay (English)
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    11 March 2003
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    The subject of the paper is a nonlinear nonautonomous delay difference equation \[ x(n+1) = f(n,x(n),x(n-1),\dots, x(n-\eta(n+1)),\quad n\in \mathbb N. \] The function \(\eta: \mathbb N \to \{ 1,2,\dots,r \}\) counts the number of delays, it is subject to a discrete Markov process. Within this framework the authors prove two theorems on mean square asymptotic stability of the zero solution by applying Lyapunov stability methods. An elementary example illustrates the theory.
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    delay difference equations
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    Markov process
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    stochastic stability
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    stochastic delay
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    asymptotic stability
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    Lyapunov stability
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