Exponential stability of a kind of stochastic delay difference equations

MaRDI QIDQ871402zbMATH OpenFDO

Authors Xiaohua Ding

Publication date 19 March 2007

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Difference equations (39A99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Review text

Summary: We present a Razumilchin-type theorem for the stochastic delay difference equation, and use it to investigate the mean square exponential stability of a kind of nonautonomous stochastic difference equation which may also be viewed as an approximation of a nonautonomous stochastic delay integrodifferential equation, and a difference equation arises from some of the earliest mathematical models of the macroeconomic ``trade cycle with the environmental noise.

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Cited in

(5)

• A novel approach to exponential stability in mean square of stochastic difference systems with delays
• scientific article; zbMATH DE number 5732774 (Why is no real title available?)
• Stability of equilibrium states for a stochastically perturbed exponential type system of difference equations
• Exponential stability results for variable delay difference equations
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations

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