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
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Revision as of 03:15, 20 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)
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17 August 2012
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stochastic difference equations
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multidimensional stochastic systems
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asymptotic behavior
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almost sure stability
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asymptotic stability
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semi-martingale convergence theorem
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