On asymptotic behaviour of solutions of stochastic difference equations

Nonlinear Analysis, Theory, Methods and Applications

Volumn 47, Issue 7, 2001, Pages 4719-4730

  Rodkina, Alexandra ^b  

^a UNIVERSITY OF THE WEST INDIES   (Jamaica)

^b NONE

Author keywords

Stability; Stochastic approximation; Stochastic difference equation

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ASYMPTOTIC STABILITY; LYAPUNOV METHODS; RANDOM PROCESSES; THEOREM PROVING;

STOCHASTIC DIFFERENCE EQUATIONS;

DIFFERENCE EQUATIONS;

EID: 0035424923     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(01)00584-3     Document Type: Article

References (15)

1. Ruin theory in the linear model
2. General method of Lyapunov functionals construction for stability investigation of stochastic difference equations
3. On exponential stability of some Volterra difference equations
4. Procedures of stochastic approximation for semimartingales
5. Martingale approach to the procedures of stochastic approximation
6. On a general class of stochastic approximation algorithms
7. On asymptotic normality of stochastic procedures with retardation
8. Stabilization of single-link manipulator-robot under stochastic perturbations
9. On asymptotic behaviour of solutions of stochastic difference equations with Volterra type main term
10. On asymptotic normality of generalized Robbins-Monro procedure