On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term

Abstract

Global asymptotic stability conditions for discrete vector nonlinear stochastic systems with state delay and Volterra diffusion term are obtained based on the convergence theorem for semimartingale inequalities, without assuming the Lipschitz conditions for nonlinear drift functions. The derived stability conditions are directly expressed in terms of the system coefficients. A number of nontrivial examples of nonlinear systems satisfying the obtained stability conditions are given. The obtained results are compared to some previously known asymptotic stability conditions for discrete nonlinear stochastic systems.