Nonlinear Stochastic Difference Equations Driven by Martingales

DOI10.1080/07362990500292775zbMath1082.60061OpenAlexW1980679288MaRDI QIDQ5707912

No author found.

Publication date: 25 November 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990500292775

zbMATH Keywords

recurrenceexistence and uniquenessirreducibilityMarkov propertydiscrete-time flowasymptotic flow properties

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Additive difference equations (39A10) Generation, random and stochastic difference and differential equations (37H10) Stochastic analysis (60H99)

Related Items (1)

Delay-distribution-dependent \(H_\infty\) state estimation for delayed neural networks with \((x, v)\)-dependent noises and fading channels

Cites Work

• Markov chains and stochastic stability
• Diffusion approximations of some stochastic difference equations revisited
• DISCRETE-TIME MARTINGALES WITH SPATIAL PARAMETERS
• A DISCRETE-TIME ITÔ'S FORMULA
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Nonlinear Stochastic Difference Equations Driven by Martingales