GENERAL METHOD OF LYAPUNOV FUNCTIONALS CONSTRUCTION IN STABILITY INVESTIGATIONS OF NONLINEAR STOCHASTIC DIFFERENCE EQUATIONS WITH CONTINUOUS TIME

摘要

The general method of Lyapunov functionals construction has been developed during the last decade for stability investigations of stochastic differential equations with aftereffect and stochastic difference equations. After some modification of the basic Lyapunov type theorem this method was successfully used also for difference Volterra equations with continuous time. The latter often appear as useful mathematical models. Here this method is used for a stability investigation of some nonlinear stochastic difference equation with continuous time.