No label defined (Q4940252)

Let \((\Omega,\sigma,P)\) be a basic probability space, \(f_{i}\in\sigma\) be a sequence of \(\sigma\)-algebras, \(H\) be a space of sequences \(x=\{ x_0,x_1,\ldots\}\) of \(f_{i}\)-adapted random values \(x_{i}\in R^{n}\) with the norm \(\|x\|^2=\sup_{i\geq 0}E|x_{i}|^2.\) The authors consider the equation \[ x_{i+1}=\eta_{i+1}+\sum_{j=0}^{i}f_{ij}(x_{j}), \quad x_0=\eta_0, \tag{1} \] where \(\eta=\{ \eta_0,\eta_1,\ldots\}\in H\), the function \(f_{ij}(x_{j})\) is defined for \(x_{j}\in R^{n}.\) A solution \(x=\{ x_0,x_1,\ldots\}\) to equation (1) is called mean square stable if for every \(\varepsilon>0\) there exists \(\delta>0\) such that \(\|x\|^2<\varepsilon\) if \(\|\eta\|^2<\delta.\) If, in addition, \(\lim_{i\to\infty}E|x_{i}|^2=0\), then the solution to equation (1) is called asymptotically mean square stable. The authors find conditions for mean square stability and asymptotically mean square stability of solutions to equation (1). For the linear system \[ x_{i+1}=\eta_{i+1}+ \sum_{j=0}^{i}a_{ij}x_{j} \tag{2} \] the authors, for example, prove that a solution to equation (2) is mean square stable if \(A=\sup_{i\geq 0} \sum_{j=0}^{i}|a_{ij}|<1.\) For nonlinear system (1) the authors prove the following assertion: Let the function \(f_{ij}(x_{j})\) satisfy the inequality \(|f_{ij}(x_{j})|\leq a_{ij} |x_{j}|\) and let the kernel \(a_{ij}\) have a resolvent \(b_{ij}\) such that \(\sup_{i\geq 0} \sum_{j=0}^{i}|b_{ij}|<\infty.\) Then a solution to equation (1) is mean square stable.