On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term

DOI10.1080/07362990008809699zbMath0979.60054OpenAlexW2019247778MaRDI QIDQ4518330

V. B. Kolmanovskij, Xuerong Mao, Aleksandra Rodkina

Publication date: 3 February 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809699

zbMATH Keywords

exponential stabilityasymptotic stabilitystochastic difference equations

Mathematics Subject Classification ID

Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15)

Related Items (6)

Stability analysis of stochastic Ricker population model, ⋮ On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term ⋮ A dynamic economic model with discrete time and consumer sentiment ⋮ On local stability of stochastic delay nonlinear discrete systems with state-dependent noise ⋮ Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise ⋮ Almost sure convergence of solutions to non-homogeneous stochastic difference equation

Cites Work

• Exponential stability of stochastic differential equations driven by discontinuous semimartingales
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