The W-transform in stability analysis for stochastic linear functional difference equations

DOI10.1016/J.JMAA.2012.01.003zbMATH Open1248.93168OpenAlexW2077047672MaRDI QIDQ764962FDOQ764962

Ramazan Kadiev, Arcady Ponosov

Publication date: 16 March 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.01.003

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• Partial stability of linear stochastic functional differential equations and the W-transform
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• THE W-METHOD IN STABILITY ANALYSIS OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
• Exponential stability of Itô-type linear functional difference equations

zbMATH Keywords

stabilityadmissibilitystochastic difference equations

Mathematics Subject Classification ID

Linear difference equations (39A06) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

Cites Work

• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
• Numerical Solutions of Neutral Stochastic Functional Differential Equations
• Numerical Solutions of Stochastic Functional Differential Equations
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• About stability of nonlinear stochastic difference equations
• On exponential dichotomy, Bohl--Perron type theorems and stability of difference equations
• A stochastic difference equation
• On asymptotic behaviour of solutions of stochastic difference equations.
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• Asymptotic stability of Itô differential systems with retarded argument
• Mean square stability of difference equations with a stochastic delay
• Stability theorems of stochastic difference equations

Cited In (11)

• Exponential stability of linear stochastic differential equations with bounded delay and the W-transform
• Stability analysis of solutions of continuous-discrete stochastic systems with aftereffect by a regularization method
• Partial stability of systems of Itô linear delay differential equations
• Title not available (Why is that?)
• Input-to-state stability of linear stochastic functional differential equations
• THE W-METHOD IN STABILITY ANALYSIS OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
• Exponential stability of Itô-type linear functional difference equations
• Stability of solutions of systems of linear Itô difference equations with aftereffect with respect to the initial data
• Partial stability in probability of nonlinear stochastic discrete-time systems with delay
• Stability of solutions of linear difference Itô equations with aftereffect
• Global stability of systems of nonlinear Itô differential equations with aftereffect and N. V. Azbelev's \(W\)-method

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