Mean square stability of difference equations with a stochastic delay

被引：28

作者：

Kolmanovskii, VB

Maizenberg, TL

Richard, JP

机构：

[1] Moscow Univ Elect & Math, Russian Acad Sci, Moscow 109172, Russia

[2] Space Res Inst, Russian Acad Sci, IKI, Moscow 109172, Russia

[3] State Univ Mining, Moscow 100102, Russia

[4] CNRS, LAIL, UPRESA 8021, Ecole Cent Lille, F-59651 Villeneuve Dascq, France

来源：

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2003年 / 52卷 / 03期

关键词：

delay systems; Markov process; stochastic stability;

D O I：

10.1016/S0362-546X(02)00133-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper describes mean-square stability conditions for nonlinear delay difference equations with a stochastic delay. The first part develops a formula for the infinitesimal operator. Using this formula asymptotic mean square stability conditions are derived. A final example is provided. (C) 2002 Elsevier Science Ltd. All rights reserved.

引用

页码：795 / 804

页数：10

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KATZ II, 1998, LIAPUNOV METHOD STAB

[2]

Kolmanovskii V. B., 1986, MATH SCI ENG, V180

[3]

KOLMANOVSKII VB, 1999, ECC 99 EUR CONTR C K

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