Open Access

Lyapunov functionals construction for stochastic difference second-kind Volterra equations with continuous time

Advances in Difference Equations20042004:262861

DOI: 10.1155/S1687183904308022

Received: 4 August 2003

Published: 24 March 2004


The general method of Lyapunov functionals construction which was developed during the last decade for stability investigation of stochastic differential equations with aftereffect and stochastic difference equations is considered. It is shown that after some modification of the basic Lyapunov-type theorem, this method can be successfully used also for stochastic difference Volterra equations with continuous time usable in mathematical models. The theoretical results are illustrated by numerical calculations.

Authors’ Affiliations

Department of Mathematics, Informatics, and Computing, Donetsk State Academy of Management


© Shaikhet 2004