Stability of Equilibrium Points of Fractional Difference Equations with Stochastic Perturbations

Abstract

Recommended by Jianshe Yu It is supposed that the fractional difference equation xn 1 μ ∑k j 0ajxn−j / λ ∑k j 0bjxn−j , n 0, 1, . . . , has an equilibrium point x̂ and is exposed to additive stochastic perturbations type of σ xn − x̂ ξn 1 that are directly proportional to the deviation of the system state xn from the equilibrium point x̂. It is shown that known results in the theory of stability of stochastic difference equations that were obtained via V. Kolmanovskii and L. Shaikhet general method of Lyapunov functionals construction can be successfully used for getting of sufficient conditions for stability in probability of equilibrium points of the considered stochastic fractional difference equation. Numerous graphical illustrations of stability regions and trajectories of solutions are plotted.

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Cite this paper

@inproceedings{Paternoster2008StabilityOE, title={Stability of Equilibrium Points of Fractional Difference Equations with Stochastic Perturbations}, author={Beatrice Paternoster and Leonid Shaikhet and Jianshe Yu}, year={2008} }