Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations

Alexandra Rodkina; Cónall Kelly; Evelyn Buckwar; Gregory Berkolaiko

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Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations

机译：θ-Maruyama方法的几乎确定的渐近稳定性分析应用于具有稳定和不稳定随机扰动的测试系统

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《LMS journal of computation and mathematics》 |2012年第2012期|共页
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Alexandra Rodkina; Cónall Kelly; Evelyn Buckwar; Gregory Berkolaiko;
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1. Corrigendum: On the use of a discrete form of the It? formula in the article ‘Almost sure asymptotic stability analysis of the $ heta $-Maruyama method applied to a test system with stabilising and destabilising?stochastic?perturbations’ [J] . Alexandra Rodkina, Cónall Kelly, Evelyn Buckwar, LMS journal of computation and mathematics . 2013,第2013期

机译：更正：使用离散形式的吗？ “将heta $ -Maruyama方法的几乎肯定的渐近稳定性分析应用于具有稳定和不稳定的随机扰动的测试系统上”的公式
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7. Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’ [O] . Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, 2013

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8. Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate. Analysis of Nonlinear Stochastic Systems with Wide-Band Inputs [R] . Kushner, H. J., Bar-Ness, Y., Huang, H. 1980

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Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations

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