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Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables

Cybernetics and Systems Analysis volume 56, pages 303–311 (2020)Cite this article

Abstract

We obtain the necessary and sufficient conditions for the stability in the quadratic mean of strong solutions to stochastic partial differential-difference equations with pairwise independent external random perturbations of the type of random variables.

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Author information

Affiliations

  1. Yuriy Fedkovych Chernivtsi National University, Chernivtsi, Ukraine

    T. O. Lukashiv, I. V. Yurchenko & V. K. Yasynskyy

Authors
  1. T. O. Lukashiv
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  2. I. V. Yurchenko
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  3. V. K. Yasynskyy
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Corresponding author

Correspondence to T. O. Lukashiv.

Additional information

In cherished memory of our teacher Evgenii Fedorovich Tsarkov, 12.08.1935–10.30.2018

Translated from Kibernetika i Sistemnyi Analiz, No. 2, March–April, 2020, pp. 157–165

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Lukashiv, T.O., Yurchenko, I.V. & Yasynskyy, V.K. Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables. Cybern Syst Anal 56, 303–311 (2020). https://doi.org/10.1007/s10559-020-00246-5

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  • DOI: https://doi.org/10.1007/s10559-020-00246-5

Keywords

  • stochastic partial differential equation
  • stability in the quadratic mean
  • random
  • perturbation.