A Monte-Carlo approach to the effect of noise on local stability in polynomial difference equations

zbMATH Open1183.37099MaRDI QIDQ3404313FDOQ3404313

Authors: Cónall Kelly, Kirk Morgan 

Publication date: 8 February 2010

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zbMATH Keywords

difference equationlocal stabilityMonte-Carlo simulationdiscrete stochastic process

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Generation, random and stochastic difference and differential equations (37H10) Stochastic difference equations (39A50) Numerical methods for difference equations (65Q10)

Cited In (2)

• On the local dynamics of polynomial difference equations with fading stochastic perturbations
• Constrained stability and instability of polynomial difference equations with state-dependent noise

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