Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (Q356152)
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scientific article; zbMATH DE number 6191556
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| English | Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation |
scientific article; zbMATH DE number 6191556 |
Statements
Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (English)
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25 July 2013
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stochastic difference equations
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a.s. asymptotic stability
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discrete Itô formula multiplicative noise
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random sequence
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0.8399633169174194
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0.8238545656204224
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0.819244384765625
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0.7959580421447754
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0.7942751049995422
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