Stability Analysis for Discrete Stochastic Nonlinear Systems

In this paper, we derive some sufficient conditions of local asymptotic stability for discrete stochastic nonlinear systems. Two different models have been considered: stochastic environment is made by random parameters; and by additive noise terms. Theorems of mean-square stability and almost surely stability have been derived for the stochastic-nonlinear systems. These theorems are easy to apply to specific discrete nonlinear systems. Some applications to bilinear systems illustrate the above.