On asymptotic behaviour of solutions of stochastic difference equations with Volterra type main term

被引：19

作者：

Rodkina, A

Mao, XR

Kolmanovskii, V

机构：

[1] Univ W Indies, Dept Maths CSci, Kingston 7, Jamaica

[2] Univ Strathclyde, Dept Stat Model Sci, Glasgow, Lanark, Scotland

[3] Moscow Tech Univ Elect & Math, Dept Cybernet, Moscow, Russia

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2000年 / 18卷 / 05期

关键词：

D O I：

10.1080/07362990008809699

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The stochastic difference equations with Volterra type linear and nonlinear main term are considered in the paper. Conditions on a.s. boundedness of the solutions, asymptotic stability, exponential stability, and stability with a speed which differs from the exponential, are obtained. A numerous examples are presented.

引用

页码：837 / 857

页数：21

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