Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise
| dc.contributor.author | Dokuchaev, Nikolai | |
| dc.contributor.author | Rodkina, A. | |
| dc.date.accessioned | 2017-01-30T15:28:30Z | |
| dc.date.available | 2017-01-30T15:28:30Z | |
| dc.date.created | 2013-09-17T20:00:40Z | |
| dc.date.issued | 2013 | |
| dc.identifier.citation | Rodkina, Alexandra and Dokuchaev, Nikolai. 2013. Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise. Journal of Difference Equations and Applications. 20 (5-6): pp. 744-764. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/46652 | |
| dc.identifier.doi | 10.1080/10236198.2013.815748 | |
| dc.description.abstract |
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. | |
| dc.publisher | Taylor & Francis | |
| dc.subject | discrete Itoˆ - formula | |
| dc.subject | instability | |
| dc.subject | stability | |
| dc.subject | system of stochastic nonlinear equations | |
| dc.title | Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise | |
| dc.type | Journal Article | |
| dcterms.source.volume | 19 | |
| dcterms.source.startPage | 1 | |
| dcterms.source.endPage | 21 | |
| dcterms.source.issn | 10236198 | |
| dcterms.source.title | Journal of Difference Equations and Applications | |
| curtin.department | ||
| curtin.accessStatus | Fulltext not available |