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

DOI10.1080/10236190600574093zbMath1099.39002arXivmath/0508371MaRDI 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 theorem; random variable; almost sure stability; nonlinear stochastic difference equation

Mathematics Subject Classification ID

60H25: Random operators and equations (aspects of stochastic analysis)

39A10: Additive difference equations

37H10: Generation, random and stochastic difference and differential equations

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