Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS

   
Mobile Device Pairing
Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

Asymptotic behavior of the solution of a linear stochastic differential-difference equation of neutral type


Authors: I. V. Malyk, E. F. Tsar'kov and V. K. Yasyns'kyĭ
Translated by: N. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 79 (2008).
Journal: Theor. Probability and Math. Statist. 79 (2009), 89-100
MSC (2000): Primary 60F15; Secondary 60G44
Published electronically: December 30, 2009
Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: Necessary and sufficient conditions are found for the exponential mean square stability of a stochastic differential-difference linear equation of neutral type in the scalar case.


References [Enhancements On Off] (What's this?)


Similar Articles

Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 60F15, 60G44

Retrieve articles in all journals with MSC (2000): 60F15, 60G44


Additional Information

I. V. Malyk
Affiliation: Department of Mathematical and Applied Statistics, Faculty for Applied Mathematics, Chernivtsi Fed’kovych National University, Kotsyubyns’kyi Street 2, Chernivtsi 58000, Ukraine
Email: M_Ihor_V@rambler.ru

E. F. Tsar'kov
Affiliation: Department of Probability Theory and Mathematical Statistics, Riga Technical University, Riga, Latvia
Email: carkovs@livas.lv

V. K. Yasyns'kyĭ
Affiliation: Department of Mathematical and Applied Statistics, Faculty for Applied Mathematics, Chernivtsi Fed’kovych National University, Kotsyubyns’kyi Street 2, Chernivtsi 58000, Ukraine
Email: yasinsk@cv.ukrtel.net

DOI: http://dx.doi.org/10.1090/S0094-9000-09-00783-2
PII: S 0094-9000(09)00783-2
Keywords: Stochastic differential equations of neutral type, difference equations, eigenvalues
Received by editor(s): February 20, 2008
Published electronically: December 30, 2009
Article copyright: © Copyright 2009 American Mathematical Society