Global asymptotic stability of solutions of cubic stochastic difference equations (Q2388398)
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English | Global asymptotic stability of solutions of cubic stochastic difference equations |
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Global asymptotic stability of solutions of cubic stochastic difference equations (English)
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13 September 2005
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Let \(\xi_n(t)\) be a sequence of squere integrable independent random variables. Under a lot of assumptions, to complicate to be presented here, every solution of the stochastic difference equation \[ x_{n+1}-x_n=x^3_n+x^2_n+f_n(x_1)(0\leq 1\leq n)+\sigma(x_1)(0\leq 1\leq n)\xi_{n+1} \] tends to 0 as \(n\to\infty\).
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martingale difference
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almost sure global asymptotic stable trivial solution
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stochastic difference equation
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