On the mean square stability of linear difference equations |
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| Authors: | Goodarz Ahmadi |
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| Institution: | Department of Mechanical Engineering Pahlavi University Shiraz, Iran |
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| Abstract: | The mean square asymptotic stability of linear stochastic difference equations is studied. The Liapunov method of stability analysis is extended to stochastic difference equations, and several criteria for the mean square stability of the equilibrium state are established. Two examples of the application of the stability theorems are also considered. |
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