Inverse-Positive Matrices and Stability Properties of Linear Stochastic Difference Equations with Aftereffect

Autor:	Arcady Ponosov, Ramazan I. Kadiev
Jazyk:	angličtina
Rok vydání:	2024
Předmět:	stochastic difference equations inverse-positive matrices delay effects Mathematics QA1-939
Zdroj:	Mathematics, Vol 12, Iss 17, p 2710 (2024)
Druh dokumentu:	article
ISSN:	2227-7390
DOI:	10.3390/math12172710
Popis:	This article examines the stability properties of linear stochastic difference equations with delays. For this purpose, a novel approach is used that combines the theory of inverse-positive matrices and the asymptotic methods developed by N.V. Azbelev and his students for deterministic functional differential equations. Several efficient conditions for p-stability and exponential p-stability (2≤p<∞) of systems of linear Itô-type difference equations with delays and random coefficients are found. All results are conveniently formulated in terms of the coefficients of the equations. The suggested examples illustrate the feasibility of the approach.
Databáze:	Directory of Open Access Journals
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