Current Research in Statistics & Mathematics(CRSM)

Department of Mathematics, Ariel University, Ariel 40700, Israel

Publications

• Research Article   
  Stability Analysis of a System of Stochastic Difference Equations with Exponential Nonlinearity
  Author(s): Leonid Shaikhet*
  
  A system of two difference equations with exponential nonlinearity in each equation is studied under stochastic perturbations. Conditions of the stability in probability of a positive equilibrium are studied by virtue of the general method of Lyapunov functionals construction and the method of linear matrix inequalities (LMIs). The obtained results are illustrated via examples and figures with numerical simulation of the solution of the system of stochastic difference equations. The proposed research method can be applied to nonlinear systems of higher dimension with an order of nonlinearity higher than one, both for stochastic difference equations and for stochastic differential equations with delay in various important applications, for example, in quantum physics, in population models and others... Read More»
  

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