Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise
We prove results about almost sure instability and stability of the equilibrium of asystem of nonlinear stochastic difference equation with a small parameter h. Thestructure of the system is motivated by the Euler–Maruyama discretization of an Itoˆstochastic differential equation where h is a discre...
| Main Authors: | , |
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| Format: | Journal Article |
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Taylor & Francis
2013
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| Online Access: | http://hdl.handle.net/20.500.11937/46652 |