Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝddriven byL2-martingales
Publication:2902285
DOI10.1080/10236198.2011.561796zbMath1258.39011MaRDI QIDQ2902285
Publication date: 17 August 2012
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10236198.2011.561796
asymptotic behavior; asymptotic stability; almost sure stability; semi-martingale convergence theorem; stochastic difference equations; multidimensional stochastic systems
60H30: Applications of stochastic analysis (to PDEs, etc.)
37H10: Generation, random and stochastic difference and differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
39A30: Stability theory for difference equations
39A06: Linear difference equations
39A50: Stochastic difference equations
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Cites Work
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