On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term (Q880157)

The authors consider the asymptotic stability problem for a discrete vector nonlinear stochastic system. This system is governed by a difference equation having two drift terms and a nontrivial Volterra-type diffusion term. The nonlinear drift terms are not assumed to satisfy a Lipschitz condition. Global almost sure asymptotic stability conditions are found and are directly expressed in terms of the system coefficients.