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Exponential stability of a kind of stochastic delay difference equations

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Abstract

We present a Razumilchin-type theorem for stochastic delay difference equation, and use it to investigate the mean square exponential stability of a kind of nonautonomous stochastic difference equation which may also be viewed as an approximation of a nonautonomous stochastic delay integrodifferential equations (SDIDEs), and of a difference equation arises from some of the earliest mathematical models of the macroeconomic "trade cycle" with the environmental noise.

Original languageEnglish
Article number94656
JournalDiscrete Dynamics in Nature and Society
Volume2006
DOIs
StatePublished - 2006

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