Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (Q316375): Difference between revisions
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stochastic difference equations | |||
| Property / zbMATH Keywords: stochastic difference equations / rank | |||
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a.s. instability | |||
| Property / zbMATH Keywords: a.s. instability / rank | |||
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discrete Itô formula | |||
| Property / zbMATH Keywords: discrete Itô formula / rank | |||
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multiplicative noise | |||
| Property / zbMATH Keywords: multiplicative noise / rank | |||
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martingale convergence | |||
| Property / zbMATH Keywords: martingale convergence / rank | |||
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Euler-Milstein discretisation | |||
| Property / zbMATH Keywords: Euler-Milstein discretisation / rank | |||
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Itô stochastic differential equation | |||
| Property / zbMATH Keywords: Itô stochastic differential equation / rank | |||
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Revision as of 01:02, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation |
scientific article |
Statements
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (English)
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27 September 2016
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stochastic difference equations
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a.s. instability
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discrete Itô formula
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multiplicative noise
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martingale convergence
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Euler-Milstein discretisation
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Itô stochastic differential equation
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