Global asymptotic stability of solutions of cubic stochastic difference equations

被引：0
作者：
Rodkina A.
Schurz H.
机构：
[1] University of the West Indies at Mona,Department of Mathematics and Computer Science
[2] Southern Illinois University,Department of Mathematics
来源：
Advances in Difference Equations | / 2004卷 / 3期
关键词：
D O I：
10.1155/S1687183904309015
中图分类号：
学科分类号：
摘要：
Global almost sure asymptotic stability of solutions of some nonlinear stochastic difference equations with cubic-type main part in their drift and diffusive part driven by square-integrable martingale differences is proven under appropriate conditions in ℝ1. As an application of this result, the asymptotic stability of stochastic numerical methods, such as partially drift-implicit θ-methods with variable step sizes for ordinary stochastic differential equations driven by standard Wiener processes, is discussed.
引用
收藏
页码：249 / 260
页数：11
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