Asymptotic properties of stochastic delay systems (Q4831262)

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scientific article; zbMATH DE number 2123773
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    Asymptotic properties of stochastic delay systems
    scientific article; zbMATH DE number 2123773

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      29 December 2004
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      discrete, stochastic delayed systems
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      Asymptotic properties of stochastic delay systems (English)
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      A gentle and elementary introduction to the theory of stochastic time delay systems is presented. First, an introduction to the stability problem in the dicrete case is given. Since continuous time stochastic systems are analyzed in the language of Ito-calculus, an elementary introduction to the latter is included to make these notes self-contained. Delay-independent and delay-dependent conditions for stochastic stability are derived. Some of these are new. For the entire collection see [Zbl 1051.34002].
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