Leonid Shaikhet: 3 books

Book cover of Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
by Leonid Shaikhet
Language: English
Release Date: March 29, 2013

Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential...
Book cover of Lyapunov Functionals and Stability of Stochastic Difference Equations
by Leonid Shaikhet
Language: English
Release Date: June 2, 2011

Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov...
Book cover of Optimal Control of Stochastic Difference Volterra Equations
by Leonid Shaikhet
Language: English
Release Date: November 27, 2014

This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such,...
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