On the oscillation of solutions of stochastic difference equations.
dc.contributor.author | Appleby, John A. D. | spa |
dc.contributor.author | Rodkina, Alexandra | spa |
dc.contributor.author | Schurz, Henri | spa |
dc.date.accessioned | 2011-10-13T19:56:52Z | |
dc.date.available | 2011-10-13T19:56:52Z | |
dc.date.issued | 2011-10-13 | |
dc.description.abstract | This paper considers the pathwise oscillatory behaviour of the scalar nonlinear stochastic dif- ference equation X(n + 1) = X(n) − F (X(n)) + G(n, X(n))ξ(n + 1), n = 0, 1, . . . , with non-random initial value X0 . Here (ξ(n))n≥0 is a sequence of independent random variables with zero mean and unit variance. The functions f : R → R and g : R → R are presumed to be continuous. | spa |
dc.identifier.uri | https://hdl.handle.net/10893/1785 | |
dc.language.iso | en | spa |
dc.rights.accessrights | info:eu-repo/semantics/openAccess | spa |
dc.subject | Stochastic difference equations | spa |
dc.subject | Almost sure oscillations | spa |
dc.title | On the oscillation of solutions of stochastic difference equations. | spa |
dc.type | Artículo de revista | spa |
dspace.entity.type | Publication |