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  • Research Article
  • Open Access

Global asymptotic stability of solutions of cubic stochastic difference equations

Advances in Difference Equations20042004:513569

  • Received: 18 September 2003
  • Published:


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.

Authors’ Affiliations

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


© Rodkina and Schurz 2004