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Lyapunov-type Theorems and Procedure of Lyapunov Functionals Construction

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Lyapunov Functionals and Stability of Stochastic Difference Equations
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Abstract

In this chapter basic definitions, Lyapunov-type theorems, formal procedure of Lyapunov functionals construction and some useful lemmas are presented that will be used below.

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References

  1. Gikhman II, Skorokhod AV (1974) The theory of stochastic processes, vol I. Springer, Berlin

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Correspondence to Leonid Shaikhet .

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Shaikhet, L. (2011). Lyapunov-type Theorems and Procedure of Lyapunov Functionals Construction. In: Lyapunov Functionals and Stability of Stochastic Difference Equations. Springer, London. https://doi.org/10.1007/978-0-85729-685-6_1

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  • DOI: https://doi.org/10.1007/978-0-85729-685-6_1

  • Publisher Name: Springer, London

  • Print ISBN: 978-0-85729-684-9

  • Online ISBN: 978-0-85729-685-6

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