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

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Latest revision as of 09:46, 30 July 2024

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Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results
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    Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results (English)
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    14 October 2003
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    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.
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    Lyapunov stability
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    stochastic stability
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    discrete-time systems
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    systems governed by functional-differential equations
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    time-varying systems
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    Lyapunov function
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    time-varying delays
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    Volterra equations
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