Losslessness of Nonlinear Stochastic Discrete-Time Systems

This paper will study stochastic losslessness theory for nonlinear stochastic discrete-time systems, which are expressed by the Itô-type difference equations. A necessary and sufficient condition is developed for a nonlinear stochastic discrete-time system to be lossless. By the stochastic lossless...

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Bibliographic Details
Main Authors: Xikui Liu, Yan Li, Ning Gao
Format: Article
Language:English
Published: Hindawi Limited 2015-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2015/594010