Lyapunov Functionals and Stability of Stochastic Difference Equations

Name: Lyapunov Functionals and Stability of Stochastic Difference Equations
Brand: Springer
SKU: 9780857296849
Price: 7267.0 INR
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by Leonid Shaikhet

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ISBN13: 9780857296849
Binding: Hardcover
Subject: N/A
Publisher: Springer
Publisher Imprint: Springer
Publication Date: June 3, 2011
Pages: 370
Original Price: EUR 99.99
Language: English
Edition: N/A
Item Weight: 658 grams
BISAC Subject(s): Probability & Statistics / Stochastic Processes, Discrete Mathematics, and Mathematical Analysis

About The Book

From the Back Cover

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 Lyapunov functionals.

Lyapunov Functionals and Stability of Stochastic Difference Equations describes the general method of Lyapunov functionals 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 functionals 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 and biological systems including inverted pendulum control, Nicholson's blowflies equation and predator-prey relationships.

Lyapunov Functionals and Stability of Stochastic Difference Equations is primarily addressed to experts in stability theory but will also be of use in the work of pure and computational mathematicians and researchers using the ideas of optimal control to study economic, mechanical and biological systems.

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