Open AccessExponential stability of a kind of stochastic delay difference equations
Author(s) -
Xiaohua Ding
Publication year - 2006
Publication title -
discrete dynamics in nature and society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.264
H-Index - 39
eISSN - 1607-887X
pISSN - 1026-0226
DOI - 10.1155/ddns/2006/94656
Subject(s) - exponential function , stability (learning theory) , exponential stability , mathematics , exponential growth , computer science , mathematical analysis , physics , nonlinear system , quantum mechanics , machine learning
We present a Razumilchin-type theorem for stochastic delay difference equation, and use it to investigate the mean square exponential stability of a kind of nonautonomous stochastic difference equation which may also be viewed as an approximation of a nonautonomous stochastic delay integrodifferential equations (SDIDEs), and of a difference equation arises from some of the earliest mathematical models of the macroeconomic “trade cycle” with the environmental noise
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