Global asymptotic stability of solutions of cubic stochastic difference equations

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dc.date.accessioned 2012-03-30T05:32:17Z
dc.date.available 2012-03-30T05:32:17Z
dc.date.issued 2004-07-12
dc.identifier http://dx.doi.org/10.1155/S1687183904309015
dc.identifier.citation Advances in Difference Equations. 2004 Jul 12;2004(3):513569
dc.identifier.uri http://hdl.handle.net/2139/12617
dc.description.abstract 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 and#8477;1. As an application of this result, the asymptotic stability of stochastic numerical methods, such as partially drift-implicit and#952;-methods with variable step sizes for ordinary stochastic differential equations driven by standard Wiener processes, is discussed.
dc.title Global asymptotic stability of solutions of cubic stochastic difference equations
dc.type Journal Article
dc.date.updated 2012-03-30T05:32:17Z
dc.description.version Peer Reviewed
dc.language.rfc3066 en
dc.rights.holder et al.; licensee BioMed Central Ltd.


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