Global asymptotic stability of solutions of cubic stochastic difference equations

Global almost sure asymptotic stability of solutions of some nonlinear stochastic difference equations with cubic-type main part in their drift and diffusive part driven by square-integrable martingale differences is proven under appropriate conditions in â„Â1. As an application of this result, th...

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Bibliographic Details
Main Authors: Henri Schurz, Alexandra Rodkina
Format: Article
Language:English
Published: SpringerOpen 2004-07-01
Series:Advances in Difference Equations
Online Access:http://dx.doi.org/10.1155/S1687183904309015