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Volumn 13, Issue 5, 2000, Pages 27-32

About stability of nonlinear stochastic difference equations

Author keywords

Nonlinear stochastic difference equations; Stability in probability

Indexed keywords


EID: 0011128995     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0893-9659(00)00029-X     Document Type: Article
Times cited : (22)

References (12)
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    • New results in stability theory for stochastic functional differential equations (SFDEs) and their applications
    • Dynamic Publishers
    • Kolmanovskii V.B., Shaikhet L.E. New results in stability theory for stochastic functional differential equations (SFDEs) and their applications. Proceedings of Dynamic Systems and Applications. 1:1994;167-171 Dynamic Publishers.
    • (1994) Proceedings of Dynamic Systems and Applications , vol.1 , pp. 167-171
    • Kolmanovskii, V.B.1    Shaikhet, L.E.2
  • 5
    • 0000824502 scopus 로고
    • General method of Lyapunov functionals construction for stability investigations of stochastic difference equations
    • World Scientific Series in Applicable Analysis
    • Kolmanovskii V.B., Shaikhet L.E. General method of Lyapunov functionals construction for stability investigations of stochastic difference equations. Dynamical Systems and Applications. 4:1995;397-439 World Scientific Series in Applicable Analysis.
    • (1995) Dynamical Systems and Applications , vol.4 , pp. 397-439
    • Kolmanovskii, V.B.1    Shaikhet, L.E.2
  • 6
    • 0011067564 scopus 로고
    • Stability in probability of nonlinear stochastic hereditary systems
    • Shaikhet L.E. Stability in probability of nonlinear stochastic hereditary systems. Dynamic Systems and Applications. 4:(2):1995;199-204.
    • (1995) Dynamic Systems and Applications , vol.4 , Issue.2 , pp. 199-204
    • Shaikhet, L.E.1
  • 7
    • 0011065214 scopus 로고    scopus 로고
    • Modern state and development perspectives of Lyapunov functionals method in the stability theory of stochastic hereditary systems
    • 18
    • Shaikhet L.E. Modern state and development perspectives of Lyapunov functionals method in the stability theory of stochastic hereditary systems. Theory of Stochastic Processes. 2:(18, No. 1/2):1996;248-259.
    • (1996) Theory of Stochastic Processes , vol.2 , Issue.1-2 , pp. 248-259
    • Shaikhet, L.E.1
  • 8
    • 0001391701 scopus 로고    scopus 로고
    • Matrix Riccati equations and stability of stochastic linear systems with nonincreasing delays
    • Kolmanovskii V.B., Shaikhet L.E. Matrix Riccati equations and stability of stochastic linear systems with nonincreasing delays. Functional Differential Equations. 4:(3/4):1997;279-293.
    • (1997) Functional Differential Equations , vol.4 , Issue.3-4 , pp. 279-293
    • Kolmanovskii, V.B.1    Shaikhet, L.E.2
  • 9
    • 0011065426 scopus 로고    scopus 로고
    • Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
    • Shaikhet L.E. Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations. Appl. Math Lett. 10:(3):1997;111-115.
    • (1997) Appl. Math Lett. , vol.10 , Issue.3 , pp. 111-115
    • Shaikhet, L.E.1
  • 11
    • 0011065427 scopus 로고    scopus 로고
    • Riccati equations and stability of stochastic linear systems with distributed delay
    • In (Edited by V. Bajic), IAAMSAD and SA branch of the Academy of Nonlinear Sciences, Durban, South Africa
    • V.B. Kolmanovskii and L.E. Shaikhet, Riccati equations and stability of stochastic linear systems with distributed delay, In Advances in Systems, Signals, Control, and Computers, (Edited by V. Bajic), pp. 97-100, IAAMSAD and SA branch of the Academy of Nonlinear Sciences, Durban, South Africa.
    • Advances in Systems, Signals, Control, and Computers , pp. 97-100
    • Kolmanovskii, V.B.1    Shaikhet, L.E.2
  • 12
    • 0011114578 scopus 로고    scopus 로고
    • Stability of stochastic linear difference equations with varying delay
    • Bajic V. Durban, South Africa: IAAMSAD and SA branch of the Academy of Nonlinear Sciences
    • Shaikhet G., Shaikhet L. Stability of stochastic linear difference equations with varying delay. Bajic V. Advances in Systems, Signals, Control and Computers. 1998;101-104 IAAMSAD and SA branch of the Academy of Nonlinear Sciences, Durban, South Africa.
    • (1998) Advances in Systems, Signals, Control and Computers , pp. 101-104
    • Shaikhet, G.1    Shaikhet, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.