Sharp pathwise asymptotic stability criteria for planar systems of linear stochastic difference equations

zbMath1306.60068MaRDI QIDQ2257811

Cónall Kelly, Gregory Berkolaiko, Aleksandra Rodkina

Publication date: 2 March 2015

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: http://aimsciences.org/journals/displayPaperPro.jsp?paperID=6873

zbMATH Keywords

Itō formulastochastic difference equationsa.s. asymptotic stability

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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