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Submartingales and stochastic stability

Published online by Cambridge University Press:  17 April 2009

Phil Diamond
Phil Diamond
Affiliation:
Department of Mathematics, University of Queensland, St Lucia, Queensland.
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Sufficient conditions, involving the existence of a Lyapunov function which is a submartingale of special type, are given for the instability of stochastic discrete time systems.

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 10 , Issue 2 , April 1974 , pp. 271 - 276
Copyright
Copyright © Australian Mathematical Society 1974

References

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