Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (Q316375)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation |
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Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (English)
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27 September 2016
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stochastic difference equations
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a.s. instability
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discrete Itô formula
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multiplicative noise
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martingale convergence
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Euler-Milstein discretisation
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Itô stochastic differential equation
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