Lyapunov Functionals and Stability of Stochastic Difference Equations

1. Lyapunov-type Theorems and Procedure of Lyapunov Functionals Construction
Leonid Shaikhet

2. Illustrative Example
Leonid Shaikhet

3. Linear Equations with Stationary Coefficients
Leonid Shaikhet

4. Linear Equations with Nonstationary Coefficients
Leonid Shaikhet

5. Some Peculiarities of the Method
Leonid Shaikhet

6. Systems of Linear Equations with Varying Delays
Leonid Shaikhet

7. Nonlinear Systems
Leonid Shaikhet

8. Volterra Equations of Second Type
Leonid Shaikhet

9. Difference Equations with Continuous Time
Leonid Shaikhet

10. Difference Equations as Difference Analogues of Differential Equations
Leonid Shaikhet

Keywords: Engineering, Control, Difference and Functional Equations, Calculus of Variations and Optimal Control, Optimization, Mathematical and Computational Biology, Probability Theory and Stochastic Processes, Vibration, Dynamical Systems, Control