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SOME NEW ASPECT OF LYAPUNOV TYPE THEOREMS FOR STOCHASTIC DIFFERENCE EQUATIONS WITH CONTINUOUS TIME
Author(s) -
Shaikhet Leonid
Publication year - 2006
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1111/j.1934-6093.2006.tb00255.x
Subject(s) - type (biology) , mathematics , lyapunov function , control theory (sociology) , mathematical analysis , computer science , control (management) , nonlinear system , physics , artificial intelligence , ecology , quantum mechanics , biology
Some new Lyapunov type theorems for stochastic difference equations with continuous time are proven. It is shown that these theorems simplify an application of Lyapunov functionals construction method.