Almost sure polynomial asymptotic stability of stochastic difference equations
暂无分享,去创建一个
[1] Andrew M. Stuart,et al. Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations , 2002, SIAM J. Numer. Anal..
[2] Desmond J. Higham,et al. Exponential mean square stability of numerical solutions to stochastic differential equations , 2003 .
[3] David Williams,et al. An «excursion» approach to an annealing problem , 1989 .
[4] X. Mao,et al. Stochastic Differential Equations and Applications , 1998 .
[5] Kai Liu. SOME REMARKS ON EXPONENTIAL STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS , 2001 .
[6] Alexandra Rodkina,et al. Asymptotic stability of polynomial stochastic delay differential equations with damped perturbations , 2004 .
[7] Leonid E. Shaikhet,et al. Some peculiarities of the general method of Lyapunov functionals construction , 2002, Appl. Math. Lett..
[8] Yoshihiro Saito,et al. Stability Analysis of Numerical Schemes for Stochastic Differential Equations , 1996 .
[9] Global asymptotic stability of solutions of cubic stochastic difference equations , 2004 .
[10] X. Mao,et al. LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES , 2001 .
[11] Tomás Caraballo,et al. Stochastic stabilization of differential systems with general decay rate , 2003, Syst. Control. Lett..
[12] Xuerong Mao,et al. Exponential stability of non-linear stochastic evolution equations , 1998 .
[13] Xuerong Mao,et al. On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term , 2000 .
[14] Weak exponential stability of stochastic differential equations , 1997 .
[15] Xuerong Mao,et al. On stochastic stabilization of difference equations , 2006 .
[16] E. Renshaw,et al. STOCHASTIC DIFFERENTIAL EQUATIONS , 1974 .
[17] Xuerong Mao,et al. ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS , 1992 .
[18] On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations , 2005 .
[19] Xuerong Mao,et al. On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise , 2001 .
[20] G. Milstein. Numerical Integration of Stochastic Differential Equations , 1994 .
[21] ON GLOBAL ASYMPTOTIC STABILITY OF SOLUTIONS OF SOME IN-ARITHMETIC-MEAN-SENSE MONOTONE STOCHASTIC DIFFERENCE EQUATIONS IN IR , 2005 .
[22] P. Kloeden,et al. Numerical Solution of Stochastic Differential Equations , 1992 .
[23] V. B. Kolmanovskii,et al. GENERAL METHOD OF LYAPUNOV FUNCTIONALS CONSTRUCTION FOR STABILITY INVESTIGATION OF STOCHASTIC DIFFERENCE EQUATIONS , 1995 .
[24] Desmond J. Higham,et al. Mean-Square and Asymptotic Stability of the Stochastic Theta Method , 2000, SIAM J. Numer. Anal..
[25] Alʹbert Nikolaevich Shiri︠a︡ev,et al. Theory of martingales , 1989 .
[26] Xuerong Mao. Polynomial stability for perturbed stochastic differential equations with respect to semimartingales , 1992 .