Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise

DOI10.1080/10236190802495303zbMath1198.39032OpenAlexW2064264591MaRDI QIDQ3575188

John A. D. Appleby, Henri Schurz, Aleksandra Rodkina

Publication date: 7 July 2010

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

Full work available at URL: https://doi.org/10.1080/10236190802495303

zbMATH Keywords

long term behaviornonlinear stochastic difference equationsalmost sure oscillationsalmost sure non-positivitypositivity with probability

Mathematics Subject Classification ID

Growth, boundedness, comparison of solutions to difference equations (39A22) Stochastic difference equations (39A50) Oscillation theory for difference equations (39A21)

Related Items (3)

Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ On difference equations with asymptotically stable 2-cycles perturbed by a decaying noise ⋮ On the global asymptotic stability and oscillation of solutions in a stochastic business cycle model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On stochastic stabilization of difference equations
• Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay
• Modeling with Itô Stochastic Differential Equations
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Stabilization and Destabilization of Nonlinear Differential Equations by Noise

This page was built for publication: Non-positivity and oscillations of solutions of nonlinear stochastic difference equations with state-dependent noise