Discrete Itô Formula for Delay Stochastic Difference Equations with Multiple Noises

DOI10.1007/978-3-319-08251-6_10zbMath1317.39025OpenAlexW94803356MaRDI QIDQ5259816

Aleksandra Rodkina

Publication date: 29 June 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-08251-6_10

zbMATH Keywords

discrete Itô formulamartingale convergence theoremsasymptotic stability and instabilitystochastic difference equation with multiple noises and finite delays

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Discrete version of topics in analysis (39A12) Stability theory for difference equations (39A30) Stochastic difference equations (39A50)

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