Title: Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
Description: 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.
Subjects: Control, Functional equations, Difference and Functional Equations, Dynamical Systems and Complexity Statistical Physics, Vibration, Distribution (Probability theory), Calculus of Variations and Optimal Control; Optimization, Probability Theory and Stochastic Processes, Engineering, Mathematical optimization, Vibration, Dynamical Systems, Control, Lyapunov functions, Difference equations, Differential equations