Exponential stability of a kind of stochastic delay difference equations (Q871402)
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scientific article; zbMATH DE number 5134629
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| English | Exponential stability of a kind of stochastic delay difference equations |
scientific article; zbMATH DE number 5134629 |
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Exponential stability of a kind of stochastic delay difference equations (English)
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19 March 2007
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Summary: We present a Razumilchin-type theorem for the stochastic delay difference equation, and use it to investigate the mean square exponential stability of a kind of nonautonomous stochastic difference equation which may also be viewed as an approximation of a nonautonomous stochastic delay integrodifferential equation, and a difference equation arises from some of the earliest mathematical models of the macroeconomic ``trade cycle'' with the environmental noise.
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0.8265848755836487
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0.8195898532867432
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0.8136423826217651
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