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Lyapunov Functionals and Stability of Stochastic Functional Differential Equations (Paperback, 2013 ed.)
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Lyapunov Functionals and Stability of Stochastic Functional Differential Equations (Paperback, 2013 ed.)
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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 difference equations
with discrete and continuous time. The text begins with both a
description and a delineation of the peculiarities of deterministic
and stochastic functional differential equations. There follows
basic definitions for stability theory of stochastic hereditary
systems, and the 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.
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