Partial Stability in Probability of Nonlinear Stochastic Discrete-Time Systems with Delay

A system of nonlinear stochastic functional-difference equations with finite delay is considered. By assumption, this system has a “partial” trivial equilibrium (with respect to part of the state variables). The problem under study is to analyze partial stability in probability of this equilibrium: stability is considered with respect to part of the variables determining it. The problem is solved using a discrete-stochastic modification of the method of Lyapunov–Krasovskii functionals. Conditions for partial stability in probability are established. An example is provided to illustrate the features of the proposed approach and the rationale for introducing a one-parameter family of functionals.