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Initial data stability and admissibility of spaces for Itô linear difference equations

Ramazan Kadiev, Pyotr Simonov

Received August 18, 2014.   First published December 5, 2016.

Abstract: The admissibility of spaces for Itô functional difference equations is investigated by the method of modeling equations. The problem of space admissibility is closely connected with the initial data stability problem of solutions for Itô delay differential equations. For these equations the $p$-stability of initial data solutions is studied as a special case of admissibility of spaces for the corresponding Itô functional difference equation. In most cases, this approach seems to be more constructive and expedient than other traditional approaches. For certain equations sufficient conditions of solution stability are given in terms of parameters of those equations.

Keywords: Itô functional difference equation; stability of solutions; admissibility of spaces

Classification (MSC 2010): 39A60, 39A30, 60H25, 37H10, 93E15

DOI: 10.21136/MB.2016.0059-14

Full text available as PDF.

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