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)

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Cites work

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• A dynamic economic model with discrete time and consumer sentiment
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• Analyzing sumability in mean square for stochastic difference equations via Lyapunov methods
• On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
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• On local stability of stochastic delay nonlinear discrete systems with state-dependent noise

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