Global asymptotic stability of solutions of cubic stochastic difference equations

dc.date.accessioned	2012-03-30T05:32:17Z
dc.date.accessioned	2019-08-05T18:22:04Z
dc.date.available	2012-03-30T05:32:17Z
dc.date.available	2019-08-05T18:22:04Z
dc.date.created	2012-03-30T05:32:17Z
dc.date.issued	2004-07-12
dc.identifier	Advances in Difference Equations. 2004 Jul 12;2004(3):513569
dc.identifier	http://hdl.handle.net/2139/12617
dc.identifier.uri	http://repositorioslatinoamericanos.uchile.cl/handle/2250/3020346
dc.description.abstract	Global almost sure asymptotic stability of solutions of some nonlinear stochastic difference equations with cubic-type main part in their drift and diffusive part driven by square-integrable martingale differences is proven under appropriate conditions in and#8477;1. As an application of this result, the asymptotic stability of stochastic numerical methods, such as partially drift-implicit and#952;-methods with variable step sizes for ordinary stochastic differential equations driven by standard Wiener processes, is discussed.
dc.language	en
dc.rights	et al.; licensee BioMed Central Ltd.
dc.title	Global asymptotic stability of solutions of cubic stochastic difference equations
dc.type	Journal Article