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Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay
Volume 11, Issue 4 (2024), pp. 395–402
Leonid Shaikhet ORCID icon link to view author Leonid Shaikhet details  

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https://doi.org/10.15559/24-VMSTA253
Pub. online: 11 April 2024      Type: Research Article      Open accessOpen Access

Received
26 January 2024
Revised
11 March 2024
Accepted
25 March 2024
Published
11 April 2024

Abstract

Despite the fact that the theory of stability of continuous-time difference equations has a long history, is well developed and very popular in research, there is a simple and clearly formulated problem about the stability of stochastic difference equations with continuous time and distributed delay, which has not been solved for more than 13 years. This paper offers to readers some generalization on this unsolved problem in the hope that it will help move closer to its solution.

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Keywords
Difference equations continuous time distributed delay stochastic perturbations asymptotic mean square quasistability

MSC2010
37H10 37H30

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