Almost sure convergence of solutions to non-homogeneous stochastic difference equation

DOI10.1080/10236190600574093zbMath1099.39002arXivmath/0508371OpenAlexW3102791174MaRDI QIDQ5478779

Gregory Berkolaiko, Aleksandra Rodkina

Publication date: 13 July 2006

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

Full work available at URL: https://arxiv.org/abs/math/0508371

zbMATH Keywords

martingale convergence theoremrandom variablealmost sure stabilitynonlinear stochastic difference equation

Mathematics Subject Classification ID

Related Items (13)

On almost sure asymptotic periodicity for scalar stochastic difference equations ⋮ Stochastic difference equations with the Allee effect ⋮ On difference equations with asymptotically stable 2-cycles perturbed by a decaying noise ⋮ Noisy prediction-based control leading to stability switch ⋮ On target-oriented control of Hénon and Lozi maps ⋮ On local stability for a nonlinear difference equation with a non-hyperbolic equilibrium and fading stochastic perturbations ⋮ Stochastic control stabilizing unstable or chaotic maps ⋮ Stability of equilibria of randomly perturbed maps ⋮ On local stability of stochastic delay nonlinear discrete systems with state-dependent noise ⋮ Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise ⋮ Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise ⋮ Stabilization of two cycles of difference equations with stochastic perturbations ⋮ Global stabilization and destabilization by the state dependent noise with particular distributions

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