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Lyapunov Functionals and Stability of Stochastic Difference Equations
Hardcover
General MathematicsProbability & Statistics
ISBN13: 9780857296849
Publisher: Springer Nature
Published: Jun 3 2011
Pages: 370
Weight: 1.45
Height: 1.00 Width: 6.20 Depth: 9.20
Language: English
The text is self-contained, beginning with basic definitions and the mathematical fundamentals of Lyapunov functional construction and moving on from particular to general stability results for stochastic difference equations with constant coefficients. Results are then discussed for stochastic difference equations of linear, nonlinear, delayed, discrete and continuous types. Examples are drawn from a variety of physical systems including inverted pendulum control, study of epidemic development, Nicholson's blowflies equation and predator-prey relationships.
Lyapunov Functionals and Stability of Stochastic Difference Equations is primarily addressed to experts in stability theory but will also be of use in the work of pure and computational mathematicians and researchers using the ideas of optimal control to study economic, mechanical and biological systems.
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