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It is well know that many process and problems in different fields of sciences and engineering can be modelled by linear and nonlinear difference equations. Particularly, in case of systems biology, ecology, biochemistry, genetics and physiology dynamics, many population models are governed by exponential difference equations, and lot of papers were published in this matter. The goal of this work is to study a nonlinear second order difference equation of exponential form: Xn+1 = bXn + cXne−σXn−1, n ≥ 0 where the parameters b, c have arbitrary values, σ > 0 and the initial values, X0, X−1 are arbitrary positive numbers. Our equation has an equilibrium points and is exposed to additive stochastic perturbations that are assumed a sequence of independent random variables with zero mean, unit variance and these perturbations are proportional to the deviation of the system state Xn from equilibrium points, and the result is stochastic difference equation. We cannot find the solutions of nonlinear stochastic difference equations of exponential form in all cases. So, one can study the behavior of solutions by asymptotic stability of equilibrium points. Additionally, with the general method of Lyapunov functional constructions for stochastic difference equations with discrete time, we provide the necessary and sufficient conditions for the asymptotic mean square stability of the two equilibrium points (zero and positive) within the linear approximation of the stochastic difference equation. These conditions also serve as sufficient conditions for the stability in probability of the equilibrium points of the initial nonlinear equation. Finally, to demonstrate the validity of the obtained results, some numerical examples and simulations of equations solutions are made and numerous graphical illustrations of stability trajectories of solutions are plotted.
Abdallah et al. (Wed,) studied this question.