English

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 xn+1=xn(1hnxn2)+ρn+1ξn+1,nN,x0R. x_{n+1}=x_n(1-h_nx_n^2)+\rho_{n+1}\xi_{n+1}, \quad n\in \mathbb N,\quad x_0\in \mathbb R. Here (ξn)nN(\xi_n)_{n\in \mathbb N} is a sequence of independent random variables, and (ρn)nN(\rho_n)_{n\in \mathbb N} and (hn)nN(h_n)_{n\in \mathbb N} are sequences of nonnegative real numbers. We can stop the sequence (hn)nN(h_n)_{n\in \mathbb N} after some random time N\mathcal N so it becomes a constant sequence, where the common value is an FN\mathcal{F}_\mathcal{N}-measurable random variable. We derive conditions on the sequences (hn)nN(h_n)_{n\in \mathbb N}, (ρn)nN(\rho_n)_{n\in \mathbb N} and (ξn)nN(\xi_n)_{n\in \mathbb N}, which guarantee that limnxn\lim_{n\to \infty} x_n exists almost surely (a.s.), and that the limit is equal to zero a.s. for any initial value x0R x_0\in \mathbb R.

Keywords

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

R2 v1 2026-06-23T00:10:56.474Z