Almost Sure Stability of Some Stochastic Dynamical Systems with Memory
نویسندگان
چکیده
Almost sure asymptotic stability of stochastic difference and differential equations with non-anticipating memory terms is studied in R. Sufficient criteria are obtained with help of Lyapunov-Krasovskǐi-type functionals, martingale decomposition and semi-martingale convergence theorems. The results allow numerical methods for stochastic differential equations with memory to be studied in terms of their ability to reproduce almost sure stability.
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تاریخ انتشار 2008