Exponential stability of Itô-type linear functional difference equations

  • Authors:
  • Ramazan Kadiev;Arcady Ponosov

  • Affiliations:
  • -;-

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2013

Quantified Score

Hi-index 0.09

Visualization

Abstract

We study the stability properties of rather general linear stochastic functional difference equations and offer a partial justification of an important result in the stability analysis, which is known as ''the Bohl-Perron principle'' and which helps us to deduce exponential Lyapunov stability from the input-to-state stability with respect to non-weighted functional spaces. We use a special technique based on integral regularization, which proved to be powerful in the general theory of linear functional differential and difference equations. In addition to the general framework, we provide a number of examples demonstrating the efficiency of our results.