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Global asymptotic stability of solutions of cubic stochastic difference equations

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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.

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Correspondence to Alexandra Rodkina.

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