Click here for immediate access to the latest key research articles

Almost sure convergence of solutions to non-homogeneous stochastic difference equation

Authors: Gregory Berkolaiko ^a; Alexandra Rodkina ^b

Affiliations:	^a Department of Mathematics, Texas A&M University, College Station, TX, USA
	^b Department of Mathematics and Computer Science, University of the West Indies, Kingston, Jamaica

DOI: 10.1080/10236190600574093

Publication Frequency: 12 issues per year

Published in: journal

Journal of Difference Equations and Applications, Volume 12, Issue 6 June 2006 , pages 535 - 553

Subjects: Analysis - Mathematics; Applied Mathematics; Chaos Theory; Differential Equations; Dynamical Systems; Mathematical Biology;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

Single Article Purchase: US$37.00 - buy now buy now

add to cart

[ show other buying options ]

purchase type	customer type	online access	payment method	price
Single Article Purchase	Any	3 days, 1 user, 3 cookies	credit card	US$37.00	buy now add to cart
Issue Purchase	Any	permanent	credit card	US$151.80	buy now add to cart

Individual members of the ISDE and BSHM are eligible for a discounted personal subscription (print-only).

See order form for further information.

If you would like to pay in any other currency please see the purchasing help pages for more information.

If you are an agent wanting to subscribe on behalf of your customer please contact our subscriptions department on the following email address: subscriptions@tandf.co.uk

Sign In
Online Sample

View Article:

View Article (PDF)

View Article (HTML)

Abstract

We consider a non-homogeneous non-linear stochastic difference equation ./GDEA_A_157392_O_XML_IMAGES/GDEA_A_157392_O_UM0001.gif

and its linear counterpart ./GDEA_A_157392_O_XML_IMAGES/GDEA_A_157392_O_UM0002.gif

both with initial value ./GDEA_A_157392_O_XML_IMAGES/GDEA_A_157392_O_ILM0001.gif

, non-random decaying free coefficient S_n and independent random variables ./GDEA_A_157392_O_XML_IMAGES/GDEA_A_157392_O_ILM0002.gif

. We establish results on a.s. convergence of solutions X_n to zero. Obtained necessary conditions tie together certain moments of the noise ./GDEA_A_157392_O_XML_IMAGES/GDEA_A_157392_O_ILM0003.gif

./GDEA_A_157392_O_XML_IMAGES/GDEA_A_157392_O_ILM0003.gif

and the rate of decay of S_n. To ascertain sharpness of our conditions we discuss some situations when X_n diverges. We also establish a result concerning the rate of decay of X_n to zero.

Several examples are given to illustrate the ideas of the paper.

Keywords: 39A10; 39A11; 37H10; 34F05; 93E15

view references (24)

Bookmark with:

More bookmarks

informaworld

About this Journal

General Information

Almost sure convergence of solutions to non-homogeneous stochastic difference equation

Abstract