کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6419292 1339390 2012 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The W-transform in stability analysis for stochastic linear functional difference equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
The W-transform in stability analysis for stochastic linear functional difference equations
چکیده انگلیسی

We apply the method of integral transforms to study stability properties of rather general linear functional difference equations of Itô-type. This approach called “the W-method” is based on integral transforms coming from auxiliary equations that already possess the desired asymptotic properties. Some sufficient conditions for different kinds of stability are found in this way. A general framework is offered as well that can be used to study asymptotic properties of other classes of stochastic difference equations.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 389, Issue 2, 15 May 2012, Pages 1239-1250
نویسندگان
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