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Stability of stochastic singular difference equations with delay

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  • Cao Thanh Tinh
  • Do Duc Thuan

Abstract

In this paper, we shall deal with stochastic singular difference equations (SSDEs) with delay. The aim of the paper is to study the solvability and stability of SSDEs with delay. It is difficult to investigate these properties for SSDEs with a delay because of the singularity of the leading coefficient matrix. An index-ν concept is derived for the solvability of these equations. Stability of SSDEs with delay is studied by using the method of Lyapunov functions and comparison principle. An example is given to illustrate the results. To the best of our knowledge, these results are novel for SSDEs with delay.

Suggested Citation

  • Cao Thanh Tinh & Do Duc Thuan, 2023. "Stability of stochastic singular difference equations with delay," International Journal of Systems Science, Taylor & Francis Journals, vol. 54(5), pages 1004-1014, April.
    • Handle: RePEc:taf:tsysxx:v:54:y:2023:i:5:p:1004-1014
    DOI: 10.1080/00207721.2022.2157686
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