Note on stability estimation of stochastic difference equations

DOI10.1515/MATH-2024-0041MaRDI QIDQ6943635zbMATH OpenFDO

Authors Evgueni Gordienko, Juan Ruiz de Chávez

Publication date 13 August 2025

Published in Open Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/MATH-2024-0041

zbMATH Keywords

Kantorovich metricMarkov processesstabilitystochastic difference equations

Mathematics Subject Classification ID

Stability theory for difference equations (39A30) Discrete-time Markov processes on general state spaces (60J05) Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40) Stochastic stability in control theory (93E15)

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