Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems

DOI10.1016/j.aml.2016.12.015zbMath1384.39010OpenAlexW2579279211MaRDI QIDQ518493

A. Navarro-Quiles, José Vicente Romero, M. D. Roselló, Juan-Carlos Cortés

Publication date: 28 March 2017

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/103779

zbMATH Keywords

stabilityfirst probability density functionrandom autonomous linear difference systemsrandom phase portrait

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic difference equations (39A50)

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Cites Work

• Solution of the stochastic radiative transfer equation with Rayleigh scattering using RVT technique
• Random matrix difference models arising in long-term medical drug strategies
• Random first-order linear discrete models and their probabilistic solution: a comprehensive study
• On the logistic equation subject to uncertainties in the environmental carrying capacity and initial population density
• Probabilistic solution of random homogeneous linear second-order difference equations
• Mean square exponential stability of impulsive stochastic difference equations
• Lyapunov Functionals and Stability of Stochastic Difference Equations

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