Initial data stability and admissibility of spaces for Itô linear difference equations
Mathematica Bohemica, Tome 142 (2017) no. 2, pp. 185-196.
Voir la notice de l'article dans Czech Digital Mathematics Library
The admissibility of spaces for Itô functional difference equations is investigated by the method of modeling equations. The problem of space admissibility is closely connected with the initial data stability problem of solutions for Itô delay differential equations. For these equations the $p$-stability of initial data solutions is studied as a special case of admissibility of spaces for the corresponding Itô functional difference equation. In most cases, this approach seems to be more constructive and expedient than other traditional approaches. For certain equations sufficient conditions of solution stability are given in terms of parameters of those equations.
DOI :
10.21136/MB.2016.0059-14
Classification :
37H10, 39A30, 39a60, 60H25, 93E15
Mots-clés : Itô functional difference equation; stability of solutions; admissibility of spaces
Mots-clés : Itô functional difference equation; stability of solutions; admissibility of spaces
@article{10_21136_MB_2016_0059_14, author = {Kadiev, Ramazan and Simonov, Pyotr}, title = {Initial data stability and admissibility of spaces for {It\^o} linear difference equations}, journal = {Mathematica Bohemica}, pages = {185--196}, publisher = {mathdoc}, volume = {142}, number = {2}, year = {2017}, doi = {10.21136/MB.2016.0059-14}, mrnumber = {3660175}, zbl = {06738579}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.21136/MB.2016.0059-14/} }
TY - JOUR AU - Kadiev, Ramazan AU - Simonov, Pyotr TI - Initial data stability and admissibility of spaces for Itô linear difference equations JO - Mathematica Bohemica PY - 2017 SP - 185 EP - 196 VL - 142 IS - 2 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.21136/MB.2016.0059-14/ DO - 10.21136/MB.2016.0059-14 LA - en ID - 10_21136_MB_2016_0059_14 ER -
%0 Journal Article %A Kadiev, Ramazan %A Simonov, Pyotr %T Initial data stability and admissibility of spaces for Itô linear difference equations %J Mathematica Bohemica %D 2017 %P 185-196 %V 142 %N 2 %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.21136/MB.2016.0059-14/ %R 10.21136/MB.2016.0059-14 %G en %F 10_21136_MB_2016_0059_14
Kadiev, Ramazan; Simonov, Pyotr. Initial data stability and admissibility of spaces for Itô linear difference equations. Mathematica Bohemica, Tome 142 (2017) no. 2, pp. 185-196. doi : 10.21136/MB.2016.0059-14. https://geodesic-test.mathdoc.fr/articles/10.21136/MB.2016.0059-14/
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