首页    期刊浏览 2025年02月26日 星期三
登录注册

文章基本信息

  • 标题:Global asymptotic stability of solutions of cubic stochastic difference equations
  • 本地全文:下载
  • 作者:Alexandra Rodkina ; Henri Schurz
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2004
  • 卷号:2004
  • 期号:3
  • 页码:249-260
  • DOI:10.1155/S1687183904309015
  • 出版社:Hindawi Publishing Corporation
  • 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 ℝ 1 . 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.

国家哲学社会科学文献中心版权所有