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Publication Type
Journal Article
UWI Author(s)
Author, Analytic
Rodkina, Alexandra/Appleby, J.A.D; Riedle, M
Author Affiliation, Ana.
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Article Title
On Asymptotic Stability of Linear Stochastic Volterra Difference equations with respect to a fading perturbation
Medium Designator
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Connective Phrase
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Journal Title
Difference equations and Applications in Kyoto, Adv. Std. Pure Math., Math. Soc. Japan
Translated Title
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Reprint Status
Refereed
Date of Publication
2007
Volume ID
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Issue ID
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Page(s)
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Language
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Connective Phrase
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Location/URL
http:; www.dcu.ie/maths/research/preprints/ms0714.pdf
ISSN
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Notes
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Abstract
The paper concerns necessary and sufficient conditions on the fading intensity of a state independent stochastic perturbation for the asymptotic stability of a linear stochastic Volterra difference equation. In broad terms, it is shown here that the results obtained in the deterministic case are robust to fading stochastic perturbations which are independent of the state, once it is known that these perturbations fade more rapidly than an identifiable critical rate.....
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