On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term

DOI10.1080/07362990008809699MaRDI QIDQ4518330zbMATH OpenOpenAlexFDO

Authors Xuerong Mao, V. B. Kolmanovskii, Alexandra Rodkina

Publication date 3 February 2002

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990008809699

zbMATH Keywords

asymptotic stabilityexponential stabilitystochastic difference equations

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Stochastic stability in control theory (93E15)

Review text

One considers a stochastic difference equation of Volterra type, with linear and nonlinear main term, and one analyzes its stability by using Lyapunov function. Conditions for a.s. boundedness of the solutions, asymptotic stability, exponential stability are obtained.

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Cites work

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Cited in

(12)

• On local stability of stochastic delay nonlinear discrete systems with state-dependent noise
• Mean square summability of solution of stochastic difference second-kind Volterra equation with small nonlinearity
• On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise
• Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
• scientific article; zbMATH DE number 1404643 (Why is no real title available?)
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• Almost sure convergence of solutions to non-homogeneous stochastic difference equation
• Analyzing sumability in mean square for stochastic difference equations via Lyapunov methods
• Almost sure polynomial asymptotic stability of stochastic difference equations
• Stability analysis of stochastic Ricker population model,
• On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
• A dynamic economic model with discrete time and consumer sentiment

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