Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
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Publication:1372279
DOI10.1016/S0893-9659(97)00045-1zbMATH Open0883.39005OpenAlexW2095176577MaRDI QIDQ1372279FDOQ1372279
Authors: Leonid Shaikhet 
Publication date: 29 March 1998
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0893-9659(97)00045-1
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Cited In (36)
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- Some applications of stochastic equations to industrial problems
- Convergence rate analysis of discrete-time Markovian jump systems
- Method of Lyapunov functionals construction in stability of delay evolution equations
- Analysing social epidemics by delayed stochastic models
- GENERAL METHOD OF LYAPUNOV FUNCTIONALS CONSTRUCTION IN STABILITY INVESTIGATIONS OF NONLINEAR STOCHASTIC DIFFERENCE EQUATIONS WITH CONTINUOUS TIME
- Mean square summability of solution of stochastic difference second-kind Volterra equation with small nonlinearity
- Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations
- Stabilization of solutions of a system of linear stochastic difference equations
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- Application of the general method of Lyapunov functionals construction for difference Volterra equations
- An asymptotic stability theorem of Peuteman--Aeyels for Itô processes and its applications in synchronous switching systems
- Some peculiarities of the general method of Lyapunov functionals construction
- Stochastic implicit difference equations of index-1
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- Exponential stability in mean square of impulsive stochastic difference equations with continuous time
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- Mean square exponential stability of impulsive stochastic difference equations
- Stability of equilibrium points of fractional difference equations with stochastic perturbations
- Probabilistic solution of random homogeneous linear second-order difference equations
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