Almost sure stability of some stochastic dynamical systems with memory

被引：0

作者：

Rodkina, Alexandra ^{[1
]}

Schurz, Henri ^{[2
]}

Shaikhet, Leonid ^{[3
]}

机构：

[1] Univ W Indies, Dept Math & Comp Sci, Kingston 7, Jamaica

[2] So Illinois Univ, Dept Math, Carbondale, IL 62901 USA

[3] Donetsk State Univ Management, Dept Higher Math, UA-83015 Donetsk, Ukraine

来源：

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS | 2008年 / 21卷 / 02期

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Almost sure asymptotic stability of stochastic difference and differential equations with non-anticipating memory terms is studied in R-1. Sufficient criteria are obtained with help of Lyapunov-Krasovskii-type functionals, martingale decomposition and semi-martingale convergence theorems. The results allow numerical methods for stochastic differential equations with memory to be studied in terms of their ability to reproduce almost sure stability.

引用

页码：571 / 593

页数：23

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