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**About stability of nonlinear stochastic difference equations.**
*(English)*
Zbl 0959.60056

Summary: Using the method of Lyapunov functionals construction, it is shown that investigation of stability in probability of nonlinear stochastic difference equation with order of nonlinearity more than one can be reduced to the investigation of asymptotic mean square stability of the linear part of this equation.

### MSC:

60H25 | Random operators and equations (aspects of stochastic analysis) |

39A10 | Additive difference equations |

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\textit{B. Paternoster} and \textit{L. Shaikhet}, Appl. Math. Lett. 13, No. 5, 27--32 (2000; Zbl 0959.60056)

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### References:

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[11] | V.B. Kolmanovskii and L.E. Shaikhet, Riccati equations and stability of stochastic linear systems with distributed delay, In Advances in Systems, Signals, Control, and Computers, (Edited by V. Bajic), pp. 97-100, IAAMSAD and SA branch of the Academy of Nonlinear Sciences, Durban, South Africa.; V.B. Kolmanovskii and L.E. Shaikhet, Riccati equations and stability of stochastic linear systems with distributed delay, In Advances in Systems, Signals, Control, and Computers, (Edited by V. Bajic), pp. 97-100, IAAMSAD and SA branch of the Academy of Nonlinear Sciences, Durban, South Africa. |

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