On stochastic stabilization of difference equations

DOI10.3934/DCDS.2006.15.843MaRDI QIDQ874390zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, Xuerong Mao, Alexandra Rodkina

Publication date 5 April 2007

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcds.2006.15.843

zbMATH Keywords

stochastic differential equationsalmost sure asymptotic stabilitystochastic difference equationsmartigale convergence theorems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic stability in control theory (93E15)

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Cited in

(43)

• Positivity and stabilisation for nonlinear stochastic delay differential equations
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• On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise
• On difference equations with asymptotically stable 2-cycles perturbed by a decaying noise
• Noise suppresses or expresses exponential growth
• scientific article; zbMATH DE number 12731 (Why is no real title available?)
• Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation
• Generalized invariance principles for discrete-time stochastic dynamical systems
• On the global asymptotic stability and oscillation of solutions in a stochastic business cycle model
• On local stability of stochastic delay nonlinear discrete systems with state-dependent noise
• On local stability for a nonlinear difference equation with a non-hyperbolic equilibrium and fading stochastic perturbations
• On target-oriented control of Hénon and Lozi maps
• Global stabilization and destabilization by the state dependent noise with particular distributions
• On convergence of solutions to difference equations with additive perturbations
• About stability of nonlinear stochastic difference equations
• On almost sure asymptotic periodicity for scalar stochastic difference equations
• Stochastic control stabilizing unstable or chaotic maps
• On limit periodicity of discrete time stochastic processes
• Stabilization and destabilization of hybrid systems by periodic stochastic controls
• Noise expresses exponential growth under regime switching
• Noise suppresses exponential growth under regime switching
• About stability of difference equations with square summable level of stochastic perturbations
• On positivity and boundedness of solutions of nonlinear stochastic difference equations
• Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations
• Stabilization of differential repetitive processes
• On the local dynamics of polynomial difference equations with fading stochastic perturbations
• Intermittent stochastic stabilization of Markovian jump systems via sampled data
• Stabilisation of difference equations with noisy prediction-based control
• Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise
• Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation
• Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
• On the oscillation of solutions of stochastic difference equations
• About stability of difference equations with continuous time and fading stochastic perturbations
• Discrete Itô formula for delay stochastic difference equations with multiple noises
• Stabilization of difference equations with noisy proportional feedback control
• Stochastic difference equations with the Allee effect
• Stability of equilibria of randomly perturbed maps
• Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise
• scientific article; zbMATH DE number 2182370 (Why is no real title available?)
• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
• On the aysmptotic behavior of the moments of solutions of stochastic difference equations
• Almost sure convergence of solutions to non-homogeneous stochastic difference equation
• About an unsolved stability problem for a stochastic difference equation with continuous time

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