Global asymptotic stability of solutions of cubic stochastic difference equations
نویسندگان
چکیده
منابع مشابه
Global Asymptotic Stability of Solutions of Cubic Stochastic Difference Equations
Global almost sure asymptotic stability of solutions of some nonlinear stochastic difference equations with cubic-type main part in their drift and diffusive part driven by square-integrable martingale differences is proven under appropriate conditions in R1. As an application of this result, the asymptotic stability of stochastic numerical methods, such as partially drift-implicit θ-methods wi...
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ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2004
ISSN: 1687-1847
DOI: 10.1155/s1687183904309015