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This article is cited in 17 scientific papers (total in 17 papers)
Stability Criteria for Solutions of Systems of Linear Deterministic or Stochastic Delay Difference Equations with Continuous Time
D. G. Korenevskij Institute of Mathematics, Ukrainian National Academy of Sciences
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).
Received: 22.02.2001
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
Linking options:
https://www.mathnet.ru/eng/mzm735https://doi.org/10.4213/mzm735 https://www.mathnet.ru/eng/mzm/v70/i2/p213
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