Exponential stability of a kind of stochastic delay difference equations (Q871402)

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.