Exponential stability of a kind of stochastic delay difference equations

Xiaohua Ding

Discrete Dynamics in Nature and Society, 2006, vol. 2006, 1-9

Abstract:

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.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:094656

DOI: 10.1155/DDNS/2006/94656

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