Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (Q356152): Difference between revisions
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Latest revision as of 15:14, 9 December 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 |
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Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (English)
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25 July 2013
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stochastic difference equations
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a.s. asymptotic stability
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discrete Itô formula multiplicative noise
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random sequence
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