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Analysis of stability of solutions of a system of linear difference equations with random coefficients. (Russian. English summary) Zbl 1100.39015

Summary: Necessary and sufficient conditions of stability in the mean square of solutions of a system of linear difference equations with random coefficients are presented.

MSC:

39A11 Stability of difference equations (MSC2000)
60H25 Random operators and equations (aspects of stochastic analysis)