Stability theorems of stochastic difference equations

DOI10.1016/0022-247X(90)90386-TzbMath0709.60068MaRDI QIDQ921717

Takeshi Taniguchi

Publication date: 1990

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

zbMATH Keywords

Lyapunov exponentsstochastic difference equationsstability of the solutionscontraction properties

Mathematics Subject Classification ID

Related Items (6)

Attracting and quasi-invariant sets for a class of impulsive stochastic difference equations ⋮ Stability theorems of perturbed linear ordinary differential equations ⋮ Mean square exponential stability of impulsive stochastic difference equations ⋮ On the estimate of solutions of perturbed linear difference equations ⋮ The W-transform in stability analysis for stochastic linear functional difference equations ⋮ On the estimate of solutions of perturbed linear differential equations

Cites Work

• Mean stability of stochastic difference systems
• Comparison theorems for difference inequalities
• A comparison theorem for difference inequalities
• On the stability of stochastic difference systems
• Theory of difference equations: Numerical methods and applications
• Finite-difference inequalities and an extension of Lyapunov's method
• On moment behavior of a class of stochastic difference equations
• On the stability of linear and non-linear stochastic transformations
• Stability of Difference Equations and Convergence of Iterative Processes
• AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stability theorems of stochastic difference equations