Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (Q356152): Difference between revisions

Latest revision as of 15:57, 6 July 2024

scientific article

Language	Label	Description	Also known as
English	Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation	scientific article

Statements

instance of

scholarly article

0 references

title

Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (English)

0 references

author

Peter Palmer

0 references

published in

Computers \& Mathematics with Applications

0 references

publication date

25 July 2013

0 references

zbMATH Keywords

stochastic difference equations

0 references

a.s. asymptotic stability

0 references

discrete Itô formula multiplicative noise

0 references

random sequence

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.camwa.2012.03.012

0 references

cites work

Q4338975

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise

0 references

Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations

0 references

Q4223074

0 references

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

0 references

Q2813751

0 references

Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

0 references

Identifiers

zbMATH Open document ID

1268.60092

0 references

DOI

10.1016/j.camwa.2012.03.012

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:356152

@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A50
@@ Property / Mathematics Subject Classification ID: 39A50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A30
@@ Property / Mathematics Subject Classification ID: 39A30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6191556
@@ Property / zbMATH DE Number: 6191556 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic difference equations
@@ Property / zbMATH Keywords: stochastic difference equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+a.s. asymptotic stability
@@ Property / zbMATH Keywords: a.s. asymptotic stability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discrete Itô formula multiplicative noise
@@ Property / zbMATH Keywords: discrete Itô formula multiplicative noise / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random sequence
@@ Property / zbMATH Keywords: random sequence / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.camwa.2012.03.012
+Normal rank
@@ Property / OpenAlex ID @@
+W2011364555
@@ Property / OpenAlex ID: W2011364555 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4338975
@@ Property / cites work: Q4338975 / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
+Normal rank
@@ Property / cites work @@
+Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
+Normal rank
@@ Property / cites work @@
+Q4223074
@@ Property / cites work: Q4223074 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Q2813751
@@ Property / cites work: Q2813751 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:356152