Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
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- Riccati equations in the stability of retarded stochastic linear systems
- Stability of functional differential equations
Cited in
(36)- Mean-square asymptotic stability of linear hereditary systems
- On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations
- 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
- Mean square summability of solution of stochastic difference second-kind Volterra equation with small nonlinearity
- GENERAL METHOD OF LYAPUNOV FUNCTIONALS CONSTRUCTION IN STABILITY INVESTIGATIONS OF NONLINEAR STOCHASTIC DIFFERENCE EQUATIONS WITH CONTINUOUS TIME
- Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations
- Stabilization of solutions of a system of linear stochastic difference equations
- A new view on one problem of asymptotic behavior of solutions of delay difference equations
- Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results
- About Lyapunov functionals construction for difference equations with continuous time.
- Stability of stochastic singular difference equations with delay
- 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
- Maximum principle for optimal control of neutral stochastic functional differential systems
- Stochastic implicit difference equations of index-1
- Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-\(\nu\)
- Exponential stability in mean square of impulsive stochastic difference equations with continuous time
- About stability of nonlinear stochastic difference equations
- Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis
- Analyzing sumability in mean square for stochastic difference equations via Lyapunov methods
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- About an unsolved stability problem for a stochastic difference equation with continuous time
- Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
- Construction of Lyapunov functionals for stochastic difference equations with continuous time
- On the random gamma function: theory and computing
- Linear square optimal control problem for stochastic difference equations with unknown parameters
- Optimal control problem for nonlinear stochastic difference second kind Volterra equations
- Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
- Stability of equilibrium points of fractional difference equations with stochastic perturbations
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- Mean square exponential stability of impulsive stochastic difference equations
- Probabilistic solution of random homogeneous linear second-order difference equations
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