On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise

DOI10.1080/10236190108808286zbMath1016.39004OpenAlexW1969186549MaRDI QIDQ2761810

Xuerong Mao, Aleksandra Rodkina

Publication date: 28 April 2003

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236190108808286

zbMATH Keywords

exponential stabilityinsurance companyasymptoticbounded solutionstochastic difference equationnonmartingale type noiseVolterra type nonlinear

Mathematics Subject Classification ID

Related Items (7)

On contraction in mean square of stochastic difference systems with delays ⋮ Stability analysis of stochastic Ricker population model, ⋮ On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term ⋮ On local stability for a nonlinear difference equation with a non-hyperbolic equilibrium and fading stochastic perturbations ⋮ Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) ⋮ Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise ⋮ A novel approach to exponential stability in mean square of stochastic difference systems with delays

Cites Work

• Ruin theory in the linear model
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