On contraction in mean square of stochastic difference systems with delays

By a novel approach, we present in this paper for the first time, some explicit criteria for the contraction in mean square of solutions of general stochastic difference systems with time-varying delays. Illustrative examples are given.

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Bibliographic Details
Published in:Communications in nonlinear science & numerical simulation 2022-08, Vol.111, p.106448, Article 106448
Main Authors: Ngoc, Pham Huu Anh, Hieu, Le Trung
Format: Article
Language:English
Subjects:
Exponential contraction
Nonlinear systems
Stochastic difference systems with delays
Stochastic models
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Summary:By a novel approach, we present in this paper for the first time, some explicit criteria for the contraction in mean square of solutions of general stochastic difference systems with time-varying delays. Illustrative examples are given.
ISSN:1007-5704
1878-7274
DOI:10.1016/j.cnsns.2022.106448