On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations

DOI10.1007/978-3-031-25225-9_2MaRDI QIDQ6153702zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, Emmet Lawless

Publication date 19 March 2024

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-25225-9_2

zbMATH Keywords

asymptotic stabilitycharacteristic equationdiscrete renewal theoremlinear difference equationsmean squaremean square stabilitystochastic difference equationsVolterra equation

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Difference and functional equations (39-XX)

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Cites work

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Cited in

(1)

• Solution space characterisation of perturbed linear discrete and continuous stochastic Volterra convolution equations: the ^p and L^p cases

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