Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise

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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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Bibliographic Details
Main Authors:	Dokuchaev, Nikolai, Rodkina, A.
Format:	Journal Article
Published:	Taylor & Francis 2013
Subjects:	discrete Itoˆ - formula instability stability system of stochastic nonlinear equations
Online Access:	http://hdl.handle.net/20.500.11937/46652

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