Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise

DOI10.1080/17442500802088541zbMath1177.39020arXivmath/0610425OpenAlexW3098347634MaRDI QIDQ3630054

John A. D. Appleby, Gregory Berkolaiko, Aleksandra Rodkina

Publication date: 2 June 2009

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610425

zbMATH Keywords

decay ratesasymptotic stabilitymartingale convergence theoremalmost sure stabilitynonlinear stochastic difference equations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Discrete version of topics in analysis (39A12) Generation, random and stochastic difference and differential equations (37H10) Stability theory for difference equations (39A30) Stochastic difference equations (39A50)

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• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
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• Almost sure convergence of solutions to non-homogeneous stochastic difference equation

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