On asymptotic behaviour of solutions of stochastic difference equations.

DOI10.1016/S0362-546X(01)00584-3zbMath1042.39502OpenAlexW2056843231WikidataQ126562954 ScholiaQ126562954MaRDI QIDQ1875523

Aleksandra Rodkina

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00584-3

Mathematics Subject Classification ID

General theory of difference equations (39A05)

Related Items (6)

Input-to-state stability of linear stochastic functional differential equations ⋮ Stability analysis of stochastic Ricker population model, ⋮ The attracting set for impulsive stochastic difference equations with continuous time ⋮ Stability and stabilization of impulsive stochastic delay difference equations ⋮ Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise ⋮ The W-transform in stability analysis for stochastic linear functional difference equations

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