Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (Q356152)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: 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
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
25 July 2013
0 references
stochastic difference equations
0 references
a.s. asymptotic stability
0 references
discrete Itô formula multiplicative noise
0 references
random sequence
0 references
0 references
0.8399633169174194
0 references
0.8238545656204224
0 references
0.819244384765625
0 references
0.7959580421447754
0 references
0.7942751049995422
0 references
