untitled
<OAI-PMH schemaLocation=http://www.openarchives.org/OAI/2.0/ http://www.openarchives.org/OAI/2.0/OAI-PMH.xsd><responseDate>2018-01-24T08:12:51Z</responseDate><request identifier=oai:localhost:2139/12617 verb=GetRecord metadataPrefix=oai_dc>http://uwispace.sta.uwi.edu/oai/request</request><GetRecord><record><header><identifier>oai:localhost:2139/12617</identifier><datestamp>2012-03-31T03:01:06Z</datestamp><setSpec>com_2139_9924</setSpec><setSpec>com_123456789_8511</setSpec><setSpec>col_2139_9925</setSpec></header><metadata><dc schemaLocation=http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd>
<title>Global asymptotic stability of solutions of cubic stochastic difference equations</title>
<description>Global almost sure asymptotic stability of solutions of some nonlinear stochastic difference equations with cubic-type main part in their drift and diffusive part driven by square-integrable martingale differences is proven under appropriate conditions in and#8477;1. As an application of this result, the asymptotic stability of stochastic numerical methods, such as partially drift-implicit and#952;-methods with variable step sizes for ordinary stochastic differential equations driven by standard Wiener processes, is discussed.</description>
<description>Peer Reviewed</description>
<date>2012-03-30T05:32:17Z</date>
<date>2012-03-30T05:32:17Z</date>
<date>2004-07-12</date>
<date>2012-03-30T05:32:17Z</date>
<type>Journal Article</type>
<identifier>http://dx.doi.org/10.1155/S1687183904309015</identifier>
<identifier>Advances in Difference Equations. 2004 Jul 12;2004(3):513569</identifier>
<identifier>http://hdl.handle.net/2139/12617</identifier>
<language>en</language>
<rights>et al.; licensee BioMed Central Ltd.</rights>
</dc>
</metadata></record></GetRecord></OAI-PMH>
