Abstract:
We give spectral and algebraic coefficient criteria (necessary and sufficient conditions) as well as sufficient algebraic coefficient conditions for the Lyapunov asymptotic stability of solutions to systems of linear deterministic or stochastic delay difference equations with continuous time under white noise coefficient perturbations for the case in which all delay ratios are rational. For stochastic systems, mean-square asymptotic stability is studied. The Lyapunov function method is used. Our criteria on algebraic coefficients and our sufficient conditions are stated in terms of matrix Lyapunov equations (for deterministic systems) and matrix Sylvester equations (for stochastic systems).
Citation:
D. G. Korenevskij, “Stability Criteria for Solutions of Systems of Linear Deterministic or Stochastic Delay Difference Equations with Continuous Time”, Mat. Zametki, 70:2 (2001), 213–229; Math. Notes, 70:2 (2001), 192–205
\Bibitem{Kor01}
\by D.~G.~Korenevskij
\paper Stability Criteria for Solutions of Systems of Linear Deterministic or Stochastic Delay Difference Equations with Continuous Time
\jour Mat. Zametki
\yr 2001
\vol 70
\issue 2
\pages 213--229
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\crossref{https://doi.org/10.4213/mzm735}
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\transl
\jour Math. Notes
\yr 2001
\vol 70
\issue 2
\pages 192--205
\crossref{https://doi.org/10.1023/A:1010202824752}
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Linking options:
https://www.mathnet.ru/eng/mzm735
https://doi.org/10.4213/mzm735
https://www.mathnet.ru/eng/mzm/v70/i2/p213
This publication is cited in the following 17 articles:
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Peics H., Roznjik A., Krekic V.P., Takacs M., “System of delay difference equations with continuous time with lag function between two known functions”, The 10'th Colloquium on the Qualitative Theory of Differential Equations (Szeged, Hungary), 2016, 18
Li G., Chen M., “The Stability and Stabilization of Stochastic Delay-Time Systems”, Math. Probl. Eng., 2014, 272745
Shaikhet L., “About an Unsolved Stability Problem for a Stochastic Difference Equation with Continuous Time”, J. Differ. Equ. Appl., 17:3 (2011), 441–444
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S. M. Dobrovol'skii, T. M. Strugova, “The method of parametric Lyapunov functions for Markov dynamic systems”, J. Appl. Ind. Math., 2:1 (2008), 39
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Shaikhet, L, “About stability of a difference analogue of a nonlinear integro-differential equation of convolution type”, Applied Mathematics Letters, 19:11 (2006), 1216
Shaikhet, L, “Some new aspect of Lyapunov type theorems for stochastic difference equations with continuous time”, Asian Journal of Control, 8:1 (2006), 76
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T. M. Strugova, “On the Stability of Linear Stochastic Finite-Difference Systems with Almost-Periodic Coefficients”, Math. Notes, 78:3 (2005), 432–436
S. M. Dobrovolskii, T. M. Strugova, “The method of parametric Lyapunov functions for Markov dynamical systems”, J. Appl. Industr. Math., 2:1 (2008), 39–45
Shaikhet, L, “General method of Lyapunov functionals construction in stability investigations of nonlinear stochastic difference equations with continuous time”, Stochastics and Dynamics, 5:2 (2005), 175
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Shaikhet, LE, “Construction of Lyapunov functionals for stochastic difference equations with continuous time”, Mathematics and Computers in Simulation, 66:6 (2004), 509