Advances in Difference Equations
Volume 2004 (2004), Issue 3, Pages 249-260

Global asymptotic stability of solutions of cubic stochastic difference equations

Alexandra Rodkina1 and Henri Schurz2

1Department of Mathematics and Computer Science, University of the West Indies at Mona, Kingston 7, Jamaica
2Department of Mathematics, Southern Illinois University, 1245 Lincoln Drive, Carbondale 62901-4408, IL, USA

Received 18 September 2003; Revised 22 December 2003

Copyright © 2004 Alexandra Rodkina and Henri Schurz. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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 1. As an application of this result, the asymptotic stability of stochastic numerical methods, such as partially drift-implicit θ-methods with variable step sizes for ordinary stochastic differential equations driven by standard Wiener processes, is discussed.