书目名称 | Lyapunov Functionals and Stability of Stochastic Difference Equations | 编辑 | Leonid Shaikhet | 视频video | | 概述 | Detailed description of Lyapunov functional construction will allow researchers to analyse stability results for hereditary systems more easily.Profuse analytical and numerical examples help to explai | 图书封面 |  | 描述 | Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional. .Lyapunov Functionals and Stability of Stochastic Difference Equations describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation of the degree to which the stability properties of differential equations are preserved in their difference analogues. .The text is self-contained, beginning with basic definitions and the mathematical fundamentals of Lyapunov functional construction and moving on from particular to general stability results for stochastic difference equations with constant coefficients. Results are then discussed for stochastic difference equations of linear, nonlinear, delayed, discrete and continuous types. Examples are drawn from a variety of physical systems including inverted pendulum control, study of epidemic dev | 出版日期 | Book 2011 | 关键词 | Control Theory; Lyapunov Functionals Construction; Numerical Analysis; Stability Theory; Stochastic Diff | 版次 | 1 | doi | https://doi.org/10.1007/978-0-85729-685-6 | isbn_softcover | 978-1-4471-7166-9 | isbn_ebook | 978-0-85729-685-6 | copyright | Springer-Verlag London Limited 2011 |
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