exponential stability of a kind of stochastic delay difference equations指数稳定性的一种随机时滞差分方程.pdfVIP

EXPONENTIAL STABILITY OF A KIND OF STOCHASTIC DELAY DIFFERENCE EQUATIONS XIAOHUA DING Received 22 February 2006; Accepted 1 May 2006 We present a Razumilchin-type theorem for stochastic delay difference equation, and use it to investigate the mean square exponential stability of a kind of nonautonomous sto- chastic difference equation which may also be viewed as an approximation of a nonau- tonomous stochastic delay integrodifferential equations (SDIDEs), and of a difference equation arises from some of the earliest mathematical models of the macroeconomic “trade cycle” with the environm