Mean stability of a stochastic difference equation

DOI10.4064/ap93-1-3zbMath1141.37037OpenAlexW2035032685MaRDI QIDQ5440307

Viorica Mariela Ungureanu, Sui-Sun Cheng

Publication date: 4 February 2008

Published in: Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ap93-1-3

zbMATH Keywords

asymptotic behaviorrandom walkpartial difference equationgrowth modeldeterministic stabilitybank saving equationmean stochastic stability

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Economic growth models (91B62) Stochastic stability in control theory (93E15) Generation, random and stochastic difference and differential equations (37H10) Dynamical systems in optimization and economics (37N40)

Related Items (2)

Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces ⋮ Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control

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