On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations

DOI10.1007/978-3-031-25225-9_2OpenAlexW4360971429MaRDI QIDQ6153702

John A. D. Appleby, Emmet Lawless

Publication date: 19 March 2024

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

Full work available at URL: https://doi.org/10.1007/978-3-031-25225-9_2

zbMATH Keywords

asymptotic stabilitycharacteristic equationlinear difference equationsmean squareVolterra equationmean square stabilitystochastic difference equationsdiscrete renewal theorem

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Difference and functional equations (39-XX)

Cites Work

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• Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations
• Geometric Brownian motion with delay: mean square characterisation
• Mean-Square and Asymptotic Stability of the Stochastic Theta Method
• Qualitative Theory of Volterra Difference Equations
• Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
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