On limit periodicity of discrete time stochastic processes

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On limit periodicity of discrete time stochastic processes

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity of the solution. In particular, we established sufficient conditions for convergence of the solution in mean...

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Bibliographic Details
Main Authors:	Rodkina, A., Dokuchaev, Nikolai, Appleby, J.
Format:	Journal Article
Published:	World Scientific 2014
Subjects:	stochastic difference equations discrete time dynamic systems periodic solutions
Online Access:	http://hdl.handle.net/20.500.11937/3364

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