Journal ArticleDOI
On asymptotic behaviour of solutions of stochastic difference equations
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This article is published in Nonlinear Analysis-theory Methods & Applications.The article was published on 2001-08-01. It has received 17 citations till now. The article focuses on the topics: Stochastic partial differential equation & Asymptotic analysis.read more
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Journal ArticleDOI
Non-exponential stability and decay rates in nonlinear stochastic difference equation with unbounded noises
TL;DR: In this article, it was shown that for some natural choices of the nonlinearities f and g, the rate of decay of xn is approximately polynomial for any " > 0".
Journal ArticleDOI
On stochastic stabilization of difference equations
TL;DR: In this article, an unstable scalar deterministic difference equation was stabilized by adding the noise term, where the noise is defined by adding a random noise term to the stochastic differential equation.
Stochastic dynamic equations
TL;DR: In this article, a new area of mathematics, namely stochastic dynamic equations, was proposed, which unifies and extends the theories of stochastically differential equations and stochiastic difference equations.
Journal ArticleDOI
Almost sure convergence of solutions to non-homogeneous stochastic difference equation
TL;DR: In this article, the authors considered a non-homogeneous non-linear stochastic difference equation and its linear counterpart both with initial value, non-random decaying free coefficient S n and independent random variables and established results on a.s. convergence of solutions X n to zero.
Journal ArticleDOI
Almost sure polynomial asymptotic stability of stochastic difference equations
TL;DR: In this paper, the authors established the almost sure stability and decay results for solutions of an autonomous scalar difference equation with a nonhyperbolic equilibrium at the origin, which is perturbed by a random term with a fading state-independent intensity.
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