On cubic difference equations with variable coefficients and fading stochastic perturbations

DOI10.1007/978-3-030-20016-9_6MaRDI QIDQ2011055zbMATH OpenOpenAlexFDO

Authors Ricardo Baccas, Cónall Kelly, Alexandra Rodkina

Publication date 28 November 2019

Full work available at URL https://arxiv.org/abs/1802.01350

asymptotic stability nonlinear stochastic difference equation

Generation, random and stochastic difference and differential equations (37H10) Stochastic difference equations (39A50)

Abstract: We consider the stochastically perturbed cubic difference equation with variable coefficients [ x_{n+1}=x_n(1-h_nx_n^2)+ ho_{n+1}xi_{n+1}, quad nin mathbb N,quad x_0in mathbb R. ] Here

(x i_{n})_{n i n m a t h b b N}

is a sequence of independent random variables, and

(h o_{n})_{n i n m a t h b b N}

and

(h_{n})_{n i n m a t h b b N}

are sequences of nonnegative real numbers. We can stop the sequence

(h_{n})_{n i n m a t h b b N}

after some random time

m a t h c a l N

so it becomes a constant sequence, where the common value is an

m a t h c a l F_{m} a t h c a l N

-measurable random variable. We derive conditions on the sequences

(h_{n})_{n i n m a t h b b N}

,

(h o_{n})_{n i n m a t h b b N}

and

(x i_{n})_{n i n m a t h b b N}

, which guarantee that

l i m_{n o i n f t y} x_{n}

exists almost surely (a.s.), and that the limit is equal to zero a.s. for any initial value

x_{0} i n m a t h b b R

.

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