Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results (Q1410186)
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scientific article; zbMATH DE number 1992505
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| English | Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results |
scientific article; zbMATH DE number 1992505 |
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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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