Huu Du Nguyen, Thanh Dieu Nguyen, Anh Tuan Le
The aim of this article is to consider the existence of solutions, finiteness of moments, and exponential p-stability of stochastic -dynamic equations on an arbitrary closed subset of , via Lyapunov functions. This work can be considered as a unification and generalization of works dealing with random difference and stochastic differential equations.
Submitted April 4, 2013. Published November 11, 2015.
Math Subject Classifications: 60H10, 34A40, 34D20, 39A13, 34N05.
Key Words: Differential operator; dynamic equation; exponential stability; Ito's formula; Lyapunov function.
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| Huu Du Nguyen |
Faculty of Mathematics, Mechanics, and Informatics
University of Science-VNU
334 Nguyen Trai, Thanh Xuan, Hanoi, Vietnam
| Thanh Dieu Nguyen |
Department of Mathematics, Vinh University
182 Le Duan, Vinh, Nghe An, Vietnam
| Anh Tuan Le |
Faculty of Fundamental Science
Hanoi University of Industry
Tu Liem district, Ha Noi, Vietnam
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