The paper concerns studies the stochastic stability and stochastic asymptotic stability of the equilibrium solution of a nonlinear Volterra difference equation which is subject to stochastic state independent disturbances. It is shown that if the linearized deterministic equation has summable solutions, then the nonlinear stochastic equation will be stable or asymptotically stable, provided that the initial condition, and the intensity of the stochastic disturbances are sufficiently small. The smallness of the intensity follows closely the conditions required for the sta-bility of the stochastically perturbed linear Volterra difference equation
AbstractThe problems of stability and optimal control for stochastic difference equations are receiv...
Abstract. Global almost sure asymptotic stability of the trivial solution of some nonlinear stochast...
Abstract. In this paper, we establish the almost sure asymptotic stability and decay results for sol...
Abstract. The paper concerns necessary and sufficient conditions on the fad-ing intensity of a state...
The stochastic difference equations with Volterra type linear and nonlinear main term are considered...
We prove results about almost sure instability and stability of the equilibrium of asystem of nonlin...
Abstract. In this note we address the question of how large a stochastic perturbation an asymptotica...
Abstract. We consider the nonlinear stochastic difference equation Xn+1 = Xn − f(Xn) + σnξn+1, n = 0...
AbstractUsing the method of Lyapunov functionals construction, it is shown that investigation of sta...
We examine the stability-instability behaviour of a polynomial difference equa- tion with state-inde...
We consider the reliability of some numerical methods in preserving the stability proper-ties of the...
We consider the reliability of some numerical methods in preserving the stability proper-ties of the...
Using the method of Lyapunov functionals construction, it is shown that investigation of stability i...
Abstract. This paper considers the pathwise oscillatory behaviour of the scalar nonlinear stochastic...
AbstractWe apply a variant of a discretised Itô formula to develop sharp conditions for the global a...
AbstractThe problems of stability and optimal control for stochastic difference equations are receiv...
Abstract. Global almost sure asymptotic stability of the trivial solution of some nonlinear stochast...
Abstract. In this paper, we establish the almost sure asymptotic stability and decay results for sol...
Abstract. The paper concerns necessary and sufficient conditions on the fad-ing intensity of a state...
The stochastic difference equations with Volterra type linear and nonlinear main term are considered...
We prove results about almost sure instability and stability of the equilibrium of asystem of nonlin...
Abstract. In this note we address the question of how large a stochastic perturbation an asymptotica...
Abstract. We consider the nonlinear stochastic difference equation Xn+1 = Xn − f(Xn) + σnξn+1, n = 0...
AbstractUsing the method of Lyapunov functionals construction, it is shown that investigation of sta...
We examine the stability-instability behaviour of a polynomial difference equa- tion with state-inde...
We consider the reliability of some numerical methods in preserving the stability proper-ties of the...
We consider the reliability of some numerical methods in preserving the stability proper-ties of the...
Using the method of Lyapunov functionals construction, it is shown that investigation of stability i...
Abstract. This paper considers the pathwise oscillatory behaviour of the scalar nonlinear stochastic...
AbstractWe apply a variant of a discretised Itô formula to develop sharp conditions for the global a...
AbstractThe problems of stability and optimal control for stochastic difference equations are receiv...
Abstract. Global almost sure asymptotic stability of the trivial solution of some nonlinear stochast...
Abstract. In this paper, we establish the almost sure asymptotic stability and decay results for sol...