IJPAM: Volume 55, No. 1 (2009)

MEAN SQUARE EXPONENTIAL STABILITY OF
STOCHASTIC DELAY DIFFERENCE EQUATIONS

E. Thandapani$^1$, P. Rajendiran$^2$
$^{1,2}$Ramanujan Institute for Advanced Study in Mathematics
University of Madras
Chepauk, Chennai, 600005, INDIA
$^1$e-mail: ethandapani@yahoo.co.in
$^2$e-mail: prajendiran4545@gmail.com


Abstract.In this paper the authors investigate the mean square exponential stability of linear and nonlinear stochastic delay difference equations using difference inequalities. Examples are provided to illustrate the main results.

Received: April 25, 2009

AMS Subject Classification: 60G99, 60H20

Key Words and Phrases: stochastic difference equation, difference inequalities, mean square exponenial stability

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2009
Volume: 55
Issue: 1