Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝddriven byL2-martingales

DOI10.1080/10236198.2011.561796zbMath1258.39011OpenAlexW2002142600MaRDI QIDQ2902285

Henri Schurz

Publication date: 17 August 2012

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2011.561796

zbMATH Keywords

asymptotic behaviorasymptotic stabilityalmost sure stabilitysemi-martingale convergence theoremstochastic difference equationsmultidimensional stochastic systems

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stability theory for difference equations (39A30) Linear difference equations (39A06) Stochastic difference equations (39A50)

Related Items (2)

Generalized invariance principles for discrete-time stochastic dynamical systems ⋮ On the stability of stochastic dynamic equations on time scales

Cites Work

• Almost sure stability of some stochastic dynamical systems with memory
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
• Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
• A survey of stability of stochastic systems
• Stability of stochastic discrete systems
• On the stability of systems with random parameters
• Modeling with Itô Stochastic Differential Equations
• Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise

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