Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝ<sup><i>d</i></sup>driven by<i>L</i><sup>2</sup>-martingales (Q2902285)
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scientific article; zbMATH DE number 6067815
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| English | Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝ<sup><i>d</i></sup>driven by<i>L</i><sup>2</sup>-martingales |
scientific article; zbMATH DE number 6067815 |
Statements
Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝ<sup><i>d</i></sup>driven by<i>L</i><sup>2</sup>-martingales (English)
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17 August 2012
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stochastic difference equations
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multidimensional stochastic systems
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asymptotic behavior
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almost sure stability
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asymptotic stability
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semi-martingale convergence theorem
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0.9087763
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0.90768963
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0.9049769
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0.90304565
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0.90299034
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0.90136564
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0.9005921
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