@Article{IJNAM-2-355, author = {}, title = {On Global Asymptotic Stability of Solutions of Some in-Arithmetic-Mean-Sense Monotone Stochastic Difference Equations in $\rm{IR}^1$}, journal = {International Journal of Numerical Analysis and Modeling}, year = {2005}, volume = {2}, number = {3}, pages = {355--366}, abstract = {

Global almost sure asymptotic stability of the trivial solution of some nonlinear stochastic difference equations with in-the-arithmetic-mean-sense monotone drift part and diffusive part driven by independent (but not necessarily identically distributed) random variables is proven under appropriate conditions in $\rm{IR}^1$. This result can be used to verify asymptotic stability of stochastic-numerical methods such as partially drift-implicit trapezoidal methods for nonlinear stochastic differential equations with variable step sizes.

}, issn = {2617-8710}, doi = {https://doi.org/10.4208/aamm.09-m0980}, url = {http://global-sci.org/intro/article_detail/ijnam/936.html} }