Construction of Lyapunov functionals for stochastic difference equations with continuous time

Leonid E. Shaikhet

Mathematics and Computers in Simulation (MATCOM), 2004, vol. 66, issue 6, 509-521

Abstract: One general method of Lyapunov functionals construction which was used earlier both for stochastic differential equations with aftereffect and for stochastic difference equations with discrete time here is applied for stochastic difference equations with continuous time.

Keywords: Difference equations; Stochastic; Stability; Lyapunov functionals construction method (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:66:y:2004:i:6:p:509-521

DOI: 10.1016/j.matcom.2004.03.006

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