American Institute of Mathematical Sciences

Advanced
2011, 2011(Special): 163-173. doi: 10.3934/proc.2011.2011.163

Sharp pathwise asymptotic stability criteria for planar systems of linear stochastic difference equations

Gregory Berkolaiko 1, , Cónall Kelly 2, and  Alexandra Rodkina 3,

1. 

Department of Mathematics, Texas A&M University, United States
2. 

Department of Mathematics, University of West Indies, Mona, Kingston 7, Jamaica
3. 

Department of Mathematics, University of the West Indies, Kingston, 7

Received  June 2010 Revised  April 2011 Published  October 2011

We consider the a.s. asymptotic stability of the equilibrium solution of a system of two linear stochastic di erence equations with a parameter $h > 0$. These equations can be viewed as the Euler-Maruyama discretisation of a particular system of stochastic di erential equations. However we only require that the tails of the distributions of the perturbing random variables decay quicker than certain polynomials. We use a version of the discrete Itô formula, and martingale convergence techniques, to derive sharp conditions on the system parameters for global a.s. asymptotic stability and instability when $h$ is small.
Keywords: Itô formula, Stochastic di erence equations, a.s asymptotic stability.
Mathematics Subject Classification: Primary: 34F05, 60H10, 65C05.
Citation: Gregory Berkolaiko, Cónall Kelly, Alexandra Rodkina. Sharp pathwise asymptotic stability criteria for planar systems of linear stochastic difference equations. Conference Publications, 2011, 2011 (Special) : 163-173. doi: 10.3934/proc.2011.2011.163
[1]

Gamaliel Blé, Carlos Cabrera. A generalization of Douady's formula. Discrete & Continuous Dynamical Systems - A, 2017, 37 (12) : 6183-6188. doi: 10.3934/dcds.2017267
[2]

Leonid Shaikhet. Stability of delay differential equations with fading stochastic perturbations of the type of white noise and poisson's jumps. Discrete & Continuous Dynamical Systems - B, 2020, 25 (9) : 3651-3657. doi: 10.3934/dcdsb.2020077
[3]

Evelyn Buckwar, Girolama Notarangelo. A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations. Discrete & Continuous Dynamical Systems - B, 2013, 18 (6) : 1521-1531. doi: 10.3934/dcdsb.2013.18.1521
[4]

Wei Mao, Liangjian Hu, Xuerong Mao. Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation. Discrete & Continuous Dynamical Systems - B, 2019, 24 (2) : 587-613. doi: 10.3934/dcdsb.2018198
[5]

Yadong Shang, Jianjun Paul Tian, Bixiang Wang. Asymptotic behavior of the stochastic Keller-Segel equations. Discrete & Continuous Dynamical Systems - B, 2019, 24 (3) : 1367-1391. doi: 10.3934/dcdsb.2019020
[6]

Katarzyna PichÓr, Ryszard Rudnicki. Stability of stochastic semigroups and applications to Stein's neuronal model. Discrete & Continuous Dynamical Systems - B, 2018, 23 (1) : 377-385. doi: 10.3934/dcdsb.2018026
[7]

Christian Lax, Sebastian Walcher. A note on global asymptotic stability of nonautonomous master equations. Discrete & Continuous Dynamical Systems - B, 2013, 18 (8) : 2143-2149. doi: 10.3934/dcdsb.2013.18.2143
[8]

Zhong Tan, Leilei Tong. Asymptotic stability of stationary solutions for magnetohydrodynamic equations. Discrete & Continuous Dynamical Systems - A, 2017, 37 (6) : 3435-3465. doi: 10.3934/dcds.2017146
[9]

Hermann Brunner, Chunhua Ou. On the asymptotic stability of Volterra functional equations with vanishing delays. Communications on Pure & Applied Analysis, 2015, 14 (2) : 397-406. doi: 10.3934/cpaa.2015.14.397
[10]

Yan Cui, Zhiqiang Wang. Asymptotic stability of wave equations coupled by velocities. Mathematical Control & Related Fields, 2016, 6 (3) : 429-446. doi: 10.3934/mcrf.2016010
[11]

Francisco Brito, Maria Luiza Leite, Vicente de Souza Neto. Liouville's formula under the viewpoint of minimal surfaces. Communications on Pure & Applied Analysis, 2004, 3 (1) : 41-51. doi: 10.3934/cpaa.2004.3.41
[12]

Marius Mitrea. On Bojarski's index formula for nonsmooth interfaces. Electronic Research Announcements, 1999, 5: 40-46.

[13]

Wenxiang Sun, Xueting Tian. Dominated splitting and Pesin's entropy formula. Discrete & Continuous Dynamical Systems - A, 2012, 32 (4) : 1421-1434. doi: 10.3934/dcds.2012.32.1421
[14]

Xiaojun Huang, Jinsong Liu, Changrong Zhu. The Katok's entropy formula for amenable group actions. Discrete & Continuous Dynamical Systems - A, 2018, 38 (9) : 4467-4482. doi: 10.3934/dcds.2018195
[15]

Tomás Caraballo, Leonid Shaikhet. Stability of delay evolution equations with stochastic perturbations. Communications on Pure & Applied Analysis, 2014, 13 (5) : 2095-2113. doi: 10.3934/cpaa.2014.13.2095
[16]

Tomás Caraballo, I. D. Chueshov, Pedro Marín-Rubio, José Real. Existence and asymptotic behaviour for stochastic heat equations with multiplicative noise in materials with memory. Discrete & Continuous Dynamical Systems - A, 2007, 18 (2&3) : 253-270. doi: 10.3934/dcds.2007.18.253
[17]

Tian Zhang, Huabin Chen, Chenggui Yuan, Tomás Caraballo. On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Discrete & Continuous Dynamical Systems - B, 2019, 24 (10) : 5355-5375. doi: 10.3934/dcdsb.2019062
[18]

La-Su Mai, Kaijun Zhang. Asymptotic stability of steady state solutions for the relativistic Euler-Poisson equations. Discrete & Continuous Dynamical Systems - A, 2016, 36 (2) : 981-1004. doi: 10.3934/dcds.2016.36.981
[19]

Masahiro Suzuki. Asymptotic stability of a boundary layer to the Euler--Poisson equations for a multicomponent plasma. Kinetic & Related Models, 2016, 9 (3) : 587-603. doi: 10.3934/krm.2016008
[20]

Shiwang Ma, Xiao-Qiang Zhao. Global asymptotic stability of minimal fronts in monostable lattice equations. Discrete & Continuous Dynamical Systems - A, 2008, 21 (1) : 259-275. doi: 10.3934/dcds.2008.21.259

 Impact Factor: 

Tools

Metrics

  • PDF downloads (19)
  • HTML views (0)
  • Cited by (0)

Other articles
by authors

[Back to Top]

Copyright © 2020 American Institute of Mathematical Sciences