Huu Du Nguyen, Thanh Dieu Nguyen, Anh Tuan Le
Abstract:
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 email: dunh@vnu.edu.vn |
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Thanh Dieu Nguyen Department of Mathematics, Vinh University 182 Le Duan, Vinh, Nghe An, Vietnam email: dieunguyen2008@gmail.com |
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Anh Tuan Le Faculty of Fundamental Science Hanoi University of Industry Tu Liem district, Ha Noi, Vietnam email: tuansl83@yahoo.com |
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