Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise

DOI10.1080/10236190802495303zbMATH Open1198.39032OpenAlexW2064264591MaRDI QIDQ3575188FDOQ3575188

Authors: John A. D. Appleby, Henri Schurz, Alexandra Rodkina 

Publication date: 7 July 2010

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

Full work available at URL: https://doi.org/10.1080/10236190802495303

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zbMATH Keywords

long term behaviornonlinear stochastic difference equationsalmost sure oscillationsalmost sure non-positivitypositivity with probability

Mathematics Subject Classification ID

Growth, boundedness, comparison of solutions to difference equations (39A22) Oscillation theory for difference equations (39A21) Stochastic difference equations (39A50)

Cites Work

• Modeling with Itô Stochastic Differential Equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Stabilization and Destabilization of Nonlinear Differential Equations by Noise
• On stochastic stabilization of difference equations
• Title not available (Why is that?)
• Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay

Cited In (6)

• On the oscillation of solutions of stochastic difference equations
• Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
• On difference equations with asymptotically stable 2-cycles perturbed by a decaying noise
• On positivity and boundedness of solutions of nonlinear stochastic difference equations
• On the global asymptotic stability and oscillation of solutions in a stochastic business cycle model
• On the oscillation of solutions for a class of second-order nonlinear stochastic difference equations

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