Research Catalog

Title

Lyapunov functionals and stability of stochastic difference equations / Leonid Shaikhet.

Author

Shaĭkhet, L. E. (Leonid Efimovich)

Publication

London ; New York : Springer, 2011.

Items in the Library & Off-site

Details

Description

xii, 370 p. : col. ill.; 24 p.

Summary

Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional. "Lyapunov Functionals and Stability of Stochastic Difference Equations" describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation.

Subject

• Stochastic differential equations
• Lyapunov functions
• Stochastische Differentialgleichung
• Ljapunov-Funktion

Bibliography (note)

• Includes bibliographical references and index.

Additional Formats (note)

• Also exists in an electronic version.

Contents

1. Lyapunov-type Theorems and Procedure of Lyapunov Functionals Construction -- 2. Illustrative Example -- 3. Linear Equations with Stationary Coefficients -- 4. Linear Equations with Nonstationary Coefficients -- 5. Some Peculiarities of the Method -- 6. Systems of Linear Equations with Varying Delays -- 7.Nonlinear Systems -- 8. Volterra Equations of Second Type -- 9. Difference Equations with Continuous Time -- 10. Difference Equations as Difference Analogues of Differential Equations -- References -- Index.

ISBN

• 9780857296849
• 0857296841
• 9780857296856
• 085729685X

LCCN

2011930099

OCLC

• ocn731920957
• 731920957
• SCSB-9201229

Owning Institutions

Princeton University Library