Mean square stability of difference equations with a stochastic delay - Archive ouverte HAL
Journal Articles Nonlinear Analysis: Theory, Methods and Applications Year : 2003

Mean square stability of difference equations with a stochastic delay

Abstract

The paper describes mean-square stability conditions for nonlinear delay difference equations with a stochastic delay. The first part develops a formula for the infinitesimal operator. Using this formula asymptotic mean square stability conditions are derived. A final example is provided.

Dates and versions

hal-02560707 , version 1 (02-05-2020)

Identifiers

Cite

V.B. Kolmanovskii, T.L. Maizenberg, Jean-Pierre Richard. Mean square stability of difference equations with a stochastic delay. Nonlinear Analysis: Theory, Methods and Applications, 2003, 52 (3), pp.795-804. ⟨10.1016/S0362-546X(02)00133-5⟩. ⟨hal-02560707⟩
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