Criteria of the mean-square asymptotic stability of solutions of systems of linear stochastic difference equations with continuous time and delay

  • D. G. Korenevsky

Abstract

We obtain spectral and algebraic coefficient criteria and sufficient conditions for the mean-square asymptotic stability of solutions of systems of linear stochastic difference equations with continuous time and delay. We consider the case of a rational correlation between delays and a “white-noise”-type stochastic perturbation of coefficients. We use the method of Lyapunov functions. Most results are presented in terms of the Sylvester and Lyapunov matrix algebraic equations.
Published
25.08.1998
How to Cite
Korenevsky, D. G. “Criteria of the Mean-Square Asymptotic Stability of Solutions of Systems of Linear Stochastic Difference Equations With Continuous Time and Delay”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 50, no. 8, Aug. 1998, pp. 1073–1081, https://umj.imath.kiev.ua/index.php/umj/article/view/4856.
Section
Research articles