On positivity and boundedness of solutions of nonlinear stochastic difference equations

zbMath1205.39020MaRDI QIDQ2380951

Henri Schurz, Aleksandra Rodkina

Publication date: 12 April 2010

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

zbMATH Keywords

discretizationoscillationboundednesspositivitystochastic equationItô stochastic differential equationsnonlinear stochastic difference equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Growth, boundedness, comparison of solutions to difference equations (39A22) Stochastic difference equations (39A50) Oscillation theory for difference equations (39A21)

Related Items (3)

Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model ⋮ Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump ⋮ Study on split-step Rosenbrock type method for stiff stochastic differential systems

This page was built for publication: On positivity and boundedness of solutions of nonlinear stochastic difference equations