Lyapunov Functionals and Stability of Stochastic Functional Differential Equations

Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential...

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Bibliographic Details
Main Author: Shaikhet, Leonid
Format: eBook
Language:English
Published: Cham Springer International Publishing 2013, 2013
Edition:1st ed. 2013
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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245 0 0 |a Lyapunov Functionals and Stability of Stochastic Functional Differential Equations  |h Elektronische Ressource  |c by Leonid Shaikhet 
250 |a 1st ed. 2013 
260 |a Cham  |b Springer International Publishing  |c 2013, 2013 
300 |a XII, 342 p  |b online resource 
505 0 |a Short Introduction to Stability Theory of Deterministic Functional Differential Equations -- Stability of Linear Scalar Equations -- Stability of Linear Systems of Two Equations -- Stability of Systems with Nonlinearities -- Matrix Riccati Equations in Stability of Linear Stochastic Differential Equations with Delays -- Stochastic Systems with Markovian Switching -- Stabilization of the Controlled Inverted Pendulum by Control with Delay -- Stability of Equilibrium Points of Nicholson’s Blowflies Equation with Stochastic Perturbations -- Stability of Positive Equilibrium Point of Nonlinear System of Type of Predator-Prey with Aftereffect and Stochastic Perturbations -- Stability of SIR Epidemic Model Equilibrium Points -- Stability of Some Social Mathematical Models with Delay by Stochastic Perturbations 
653 |a Mechanics, Applied 
653 |a Complex Systems 
653 |a Difference equations 
653 |a Control and Systems Theory 
653 |a Calculus of Variations and Optimization 
653 |a Probability Theory 
653 |a Functional equations 
653 |a Difference and Functional Equations 
653 |a Multibody Systems and Mechanical Vibrations 
653 |a System theory 
653 |a Vibration 
653 |a Control engineering 
653 |a Multibody systems 
653 |a Mathematical optimization 
653 |a Calculus of variations 
653 |a Probabilities 
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028 5 0 |a 10.1007/978-3-319-00101-2 
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520 |a Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models such as: • inverted controlled pendulum; • Nicholson's blowflies equation; • predator-prey relationships; • epidemic development; and • mathematical models that describe human behaviours related to addictions and obesity. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations is primarily addressed to experts in stability theory but will also be of interest to professionals and students in pure and computational mathematics, physics, engineering, medicine, and biology