Mean stability of a stochastic difference equation

DOI10.4064/AP93-1-3MaRDI QIDQ5440307zbMATH OpenOpenAlexFDO

Authors V. M. Ungureanu, Sui Sun Cheng

Publication date 4 February 2008

Published in Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/ap93-1-3

zbMATH Keywords

asymptotic behaviorbank saving equationdeterministic stabilitygrowth modelmean stochastic stabilitypartial difference equationrandom walk

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Dynamical systems in optimization and economics (37N40) Sums of independent random variables; random walks (60G50) Economic growth models (91B62) Stochastic stability in control theory (93E15)

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Cited in

(5)

• About stability of nonlinear stochastic difference equations
• Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
• Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces
• scientific article; zbMATH DE number 5631175 (Why is no real title available?)
• Model of stabilizing of the interest rate on deposits banking system using by moment equations

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