Skip to main content

Advertisement

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

Article metrics

  • 808 Accesses

  • 12 Citations

Abstract

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.

Author information

Correspondence to Leonid Shaikhet.

Rights and permissions

Reprints and Permissions

About this article