Stability of the Exponential Type System of Stochastic Difference Equations

Leonid Shaikhet ()
Additional contact information
Leonid Shaikhet: Department of Mathematics, Ariel University, Ariel 40700, Israel

Mathematics, 2023, vol. 11, issue 18, 1-20

Abstract: The method of studying the stability in the probability for nonlinear systems of stochastic difference equations is demonstrated on two systems with exponential and fractional nonlinearities. The proposed method can be applied to nonlinear systems of higher dimensions and with other types of nonlinearity, both for difference equations and for differential equations with delay.

Keywords: system of nonlinear difference equations; zero and nonzero equilibria; stochastic perturbations; asymptotic mean square stability; stability in probability; numerical simulation; MATLAB (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/11/18/3975/pdf (application/pdf)
https://www.mdpi.com/2227-7390/11/18/3975/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:11:y:2023:i:18:p:3975-:d:1242928

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().