Non-exponential stability and decay rates in nonlinear stochastic difference equation with unbounded noises

J. A. D. Appleby, G. Berkolaiko, A. Rodkina

We consider stochastic difference equation x_{n+1} = x_n (1 - h f(x_n) + \sqrt{h} g(x_n) ξ_{n+1}), where functions f and g are nonlinear and bounded, random variables ξ_i are indep…