Global asymptotic stability of solutions of cubic stochastic difference equations

Simple item page
dc.date.accessioned2012-03-30T05:32:17Z
dc.date.available2012-03-30T05:32:17Z
dc.date.issued2004-07-12
dc.date.updated2012-03-30T05:32:17Z
dc.description.abstractGlobal 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.description.versionPeer Reviewed
dc.identifierhttp://dx.doi.org/10.1155/S1687183904309015
dc.identifier.citationAdvances in Difference Equations. 2004 Jul 12;2004(3):513569
dc.identifier.urihttps://hdl.handle.net/2139/12617
dc.language.rfc3066en
dc.rights.holderet al.; licensee BioMed Central Ltd.
dc.titleGlobal asymptotic stability of solutions of cubic stochastic difference equations
dc.typeJournal Article

Files

Original bundle
Now showing 1 - 2 of 2
No Thumbnail Available
Name:
1687-1847-2004-513569.xml
Size:
2.42 KB
Format:
Extensible Markup Language
Download
Thumbnail Image
Name:
1687-1847-2004-513569.pdf
Size:
560.16 KB
Format:
Adobe Portable Document Format
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.78 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

BioMed Central