Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝ<sup><i>d</i></sup>driven by<i>L</i><sup>2</sup>-martingales (Q2902285): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝ<sup><i>d</i></sup>driven by<i>L</i><sup>2</sup>-martingales |
scientific article |
Statements
Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝ<sup><i>d</i></sup>driven by<i>L</i><sup>2</sup>-martingales (English)
0 references
17 August 2012
0 references
stochastic difference equations
0 references
multidimensional stochastic systems
0 references
asymptotic behavior
0 references
almost sure stability
0 references
asymptotic stability
0 references
semi-martingale convergence theorem
0 references
