On cubic difference equations with variable coefficients and fading stochastic perturbations
Numerical Analysis
2018-02-06 v1
Abstract
We consider the stochastically perturbed cubic difference equation with variable coefficients Here is a sequence of independent random variables, and and are sequences of nonnegative real numbers. We can stop the sequence after some random time so it becomes a constant sequence, where the common value is an -measurable random variable. We derive conditions on the sequences , and , which guarantee that exists almost surely (a.s.), and that the limit is equal to zero a.s. for any initial value .
Cite
@article{arxiv.1802.01350,
title = {On cubic difference equations with variable coefficients and fading stochastic perturbations},
author = {Ricardo Baccas and Cónall Kelly and Alexandra Rodkina},
journal= {arXiv preprint arXiv:1802.01350},
year = {2018}
}
Comments
26 pages, 3 figures, submitted to the proceedings of the 23rd International Conference on Difference Equations and Applications 2017