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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2001 Volume 70, Issue 2, Pages 213–229 (Mi mzm735)

This article is cited in 17 papers

Stability Criteria for Solutions of Systems of Linear Deterministic or Stochastic Delay Difference Equations with Continuous Time

D. G. Korenevskij

Institute of Mathematics, Ukrainian National Academy of Sciences

Abstract: We give spectral and algebraic coefficient criteria (necessary and sufficient conditions) as well as sufficient algebraic coefficient conditions for the Lyapunov asymptotic stability of solutions to systems of linear deterministic or stochastic delay difference equations with continuous time under white noise coefficient perturbations for the case in which all delay ratios are rational. For stochastic systems, mean-square asymptotic stability is studied. The Lyapunov function method is used. Our criteria on algebraic coefficients and our sufficient conditions are stated in terms of matrix Lyapunov equations (for deterministic systems) and matrix Sylvester equations (for stochastic systems).

UDC: 517.929+519.248

Received: 22.02.2001

DOI: 10.4213/mzm735


 English version:
Mathematical Notes, 2001, 70:2, 192–205

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