Lyapunov functionals and stability of stochastic functional differential equations /
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential...
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| Format: | eBook |
| Language: | English |
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Cham, Switzerland ; New York :
Springer,
[2013]
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author's previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differenetial equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xii, 342 pages) : illustrations (some color) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9783319001012 3319001019 |