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Stability of solutions of linear difference Itô equations with aftereffect

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Abstract

We study the p-stability of solutions of linear difference Itô equations with aftereffect by the Azbelev method of auxiliary or model equations. For these equations, the stability of solutions with respect to initial data is studied as a special case of admissibility of spaces for the corresponding functional difference Itô equation.

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Authors and Affiliations

  1. Dagestan State University, Makhachkala, Russia

    R. I. Kadiev

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  1. R. I. Kadiev
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Correspondence to R. I. Kadiev.

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Original Russian Text © R.I. Kadiev, 2015, published in Differentsial’nye Uravneniya, 2015, Vol. 51, No. 3, pp. 293–301.

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Kadiev, R.I. Stability of solutions of linear difference Itô equations with aftereffect. Diff Equat 51, 293–302 (2015). https://doi.org/10.1134/S0012266115030027

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  • DOI: https://doi.org/10.1134/S0012266115030027

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