A stochastic difference equation
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Publication:1838649
DOI10.1016/0022-0396(81)90011-5zbMath0511.39002OpenAlexW2051151127MaRDI QIDQ1838649
Publication date: 1981
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0396(81)90011-5
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Additive difference equations (39A10) Discrete version of topics in analysis (39A12)
Related Items (6)
Input-to-state stability of linear stochastic functional differential equations ⋮ Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-ν ⋮ Stability of stochastic singular difference equations with delay ⋮ Stochastic implicit difference equations of index-1 ⋮ The W-transform in stability analysis for stochastic linear functional difference equations ⋮ Necessary and sufficient conditions for the Robbins-Monro method
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