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...
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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 |
| _version_ | 1848757619211108352 |
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| author | Dokuchaev, Nikolai Rodkina, A. |
| author_facet | Dokuchaev, Nikolai Rodkina, A. |
| author_sort | Dokuchaev, Nikolai |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 discretization parameter. Our analysisrelies upon a variant of the discrete Itoˆ formula, which is derived for this system. |
| first_indexed | 2025-11-14T09:30:58Z |
| format | Journal Article |
| id | curtin-20.500.11937-46652 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:30:58Z |
| publishDate | 2013 |
| publisher | Taylor & Francis |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-466522017-09-13T14:08:48Z Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise Dokuchaev, Nikolai Rodkina, A. discrete Itoˆ - formula instability stability system of stochastic nonlinear equations 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 discretization parameter. Our analysisrelies upon a variant of the discrete Itoˆ formula, which is derived for this system. 2013 Journal Article http://hdl.handle.net/20.500.11937/46652 10.1080/10236198.2013.815748 Taylor & Francis restricted |
| spellingShingle | discrete Itoˆ - formula instability stability system of stochastic nonlinear equations Dokuchaev, Nikolai Rodkina, A. Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise |
| title | Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise |
| title_full | Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise |
| title_fullStr | Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise |
| title_full_unstemmed | Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise |
| title_short | Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise |
| title_sort | instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise |
| topic | discrete Itoˆ - formula instability stability system of stochastic nonlinear equations |
| url | http://hdl.handle.net/20.500.11937/46652 |