Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables

T. O. Lukashiv; I. V. Yurchenko; V. K. Yasynskyy

doi:10.1007/s10559-020-00246-5

Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables

T. O. Lukashiv^*
, I. V. Yurchenko
, V. K. Yasynskyy

^*Corresponding author for this work

Research output: Contribution to journal › Article › Research › peer-review

Abstract

We obtain the necessary and sufficient conditions for the stability in the quadratic mean of strong solutions to stochastic partial differential-difference equations with pairwise independent external random perturbations of the type of random variables.

Original language	English
Pages (from-to)	303-311
Number of pages	9
Journal	Cybernetics and Systems Analysis
Volume	56
Issue number	2
DOIs	https://doi.org/10.1007/s10559-020-00246-5
Publication status	Published - 1 Mar 2020
Externally published	Yes

Keywords

perturbation
random
stability in the quadratic mean
stochastic partial differential equation

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10.1007/s10559-020-00246-5

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title = "Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables",

abstract = "We obtain the necessary and sufficient conditions for the stability in the quadratic mean of strong solutions to stochastic partial differential-difference equations with pairwise independent external random perturbations of the type of random variables.",

keywords = "perturbation, random, stability in the quadratic mean, stochastic partial differential equation",

author = "Lukashiv, \{T. O.\} and Yurchenko, \{I. V.\} and Yasynskyy, \{V. K.\}",

note = "Publisher Copyright: {\textcopyright} 2020, Springer Science+Business Media, LLC, part of Springer Nature.",

year = "2020",

month = mar,

day = "1",

doi = "10.1007/s10559-020-00246-5",

language = "English",

volume = "56",

pages = "303--311",

journal = "Cybernetics and Systems Analysis",

issn = "1060-0396",

publisher = "Springer New York",

number = "2",

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Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables. / Lukashiv, T. O.; Yurchenko, I. V.; Yasynskyy, V. K.
In: Cybernetics and Systems Analysis, Vol. 56, No. 2, 01.03.2020, p. 303-311.

Research output: Contribution to journal › Article › Research › peer-review

TY - JOUR

T1 - Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables

AU - Lukashiv, T. O.

AU - Yurchenko, I. V.

AU - Yasynskyy, V. K.

PY - 2020/3/1

Y1 - 2020/3/1

N2 - We obtain the necessary and sufficient conditions for the stability in the quadratic mean of strong solutions to stochastic partial differential-difference equations with pairwise independent external random perturbations of the type of random variables.

AB - We obtain the necessary and sufficient conditions for the stability in the quadratic mean of strong solutions to stochastic partial differential-difference equations with pairwise independent external random perturbations of the type of random variables.

KW - perturbation

KW - random

KW - stability in the quadratic mean

KW - stochastic partial differential equation

UR - https://www.scopus.com/pages/publications/85083190377

U2 - 10.1007/s10559-020-00246-5

DO - 10.1007/s10559-020-00246-5

M3 - Article

AN - SCOPUS:85083190377

SN - 1060-0396

VL - 56

SP - 303

EP - 311

JO - Cybernetics and Systems Analysis

JF - Cybernetics and Systems Analysis

IS - 2

ER -

Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables

Abstract

Keywords

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