Almost sure polynomial asymptotic stability of stochastic difference equations
Contemporary Mathematics. Fundamental Directions, Proceedings of the Fourth International Conference on Differential and Functional-Differential Equations (Moscow, August 14–21, 2005). Part 3, Tome 17 (2006), pp. 110-128
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In this paper, we establish the almost sure asymptotic 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. In particular, we show that if the unbounded noise has tails which fade more quickly than polynomially, then the state–independent perturbation dies away at a sufficiently fast polynomial rate in time, and if the autonomous difference equation has a polynomial nonlinearity at the origin, then the almost sure polynomial rate of decay of solutions can be determined exactly.
@article{CMFD_2006_17_a7,
author = {J. Appleby and D. Mackey and A. Rodkina},
title = {Almost sure polynomial asymptotic stability of stochastic difference equations},
journal = {Contemporary Mathematics. Fundamental Directions},
pages = {110--128},
publisher = {mathdoc},
volume = {17},
year = {2006},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/CMFD_2006_17_a7/}
}
TY - JOUR AU - J. Appleby AU - D. Mackey AU - A. Rodkina TI - Almost sure polynomial asymptotic stability of stochastic difference equations JO - Contemporary Mathematics. Fundamental Directions PY - 2006 SP - 110 EP - 128 VL - 17 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/CMFD_2006_17_a7/ LA - ru ID - CMFD_2006_17_a7 ER -
%0 Journal Article %A J. Appleby %A D. Mackey %A A. Rodkina %T Almost sure polynomial asymptotic stability of stochastic difference equations %J Contemporary Mathematics. Fundamental Directions %D 2006 %P 110-128 %V 17 %I mathdoc %U http://geodesic.mathdoc.fr/item/CMFD_2006_17_a7/ %G ru %F CMFD_2006_17_a7
J. Appleby; D. Mackey; A. Rodkina. Almost sure polynomial asymptotic stability of stochastic difference equations. Contemporary Mathematics. Fundamental Directions, Proceedings of the Fourth International Conference on Differential and Functional-Differential Equations (Moscow, August 14–21, 2005). Part 3, Tome 17 (2006), pp. 110-128. http://geodesic.mathdoc.fr/item/CMFD_2006_17_a7/