Constrained stability and instability of polynomial difference equations with state-dependent noise (Q1030557): Difference between revisions

The authors examine the stability and instability of solutions of a polynomial difference equation with state-dependent Gaussian perturbations, and describe a phenomenon that can only occur in discrete time. For a particular set of initial values, they find that solutions approach equilibrium asymptotically in a highly regulated fashion: monotonically and bounded above by a deterministic sequence. They observe this behaviour with a probability that can be made arbitrarily high by choosing the initial value sufficiently small. However, for any fixed initial value, the probability of instability is nonzero, and in fact, as the magnitude of the initial value increases, the probability of instability approaches 1.