Rodkina, Alexandra E.; Mao, Xuerong; Kolmanovskii, Vladimir
Author Affiliation, Ana.
Department of Mathematics and Computer Science
On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term
Stochastic Analysis and Applications
Date of Publication
The stochastic difference equations with Volterra type linear and non-linear main term are considered in the paper. Conditions on a.s. boundedness of the solutions, asymptotic stability, exponential stability, and stability with a speed which differs from the exponential, are obtained. A numerous examples are presented.