Construction of Lyapunov functionals for stochastic difference equations with continuous time
One general method of Lyapunov functionals construction which was used earlier both for stochastic differential equations with aftereffect and for stochastic difference equations with discrete time here is applied for stochastic difference equations with continuous time. (C) 2004 IMACS. Published by Elsevier B.V. All rights reserved.
stochastic difference equations stability lyapunov functionals construction method