Numerical method for investigation of stability of stochastic integro-differential equations

DOI10.1016/S0168-9274(97)00020-2zbMath0874.65107OpenAlexW1965999631MaRDI QIDQ1360543

Vadim D. Potapov

Publication date: 10 November 1997

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0168-9274(97)00020-2

zbMATH Keywords

stabilitynumerical examplesLyapunov exponentssystem of integro-differential equationsstochastic integro-differential equationsdegenerate kernelwide-band stationary processes

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20) Stability theory for integral equations (45M10) Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Stochastic stability of a viscoelastic column axially loaded by a white noise force ⋮ Stochastic stability of coupled viscoelastic systems excited by real noise ⋮ STABILITY OF STOCHASTIC SYSTEMS WITH MEMORY ⋮ Response and stability of SDOF viscoelastic system under wideband noise excitations ⋮ Stability of elastic and viscoelastic systems under stochastic non-Gaussian excitation

Cites Work

• Lyapunov characteristic exponents for smooth dynamical systems and for Hamiltonian systems; a method for computing all of them. I: Theory
• Stability of regime-switching stochastic differential equations
• Über die Struktur stationärer zufälliger Funktionen
• Error estimates and stability of itô-type systems of nonlinear stochastic integro-differential equations
• On the Stability of Linear Stochastic Differential Equations
• Stability of a class of stochastic integro-differential equations
• On the Stability of Some Linear Nonautonomous Random Systems
• Optimal Discounted Stochastic Control for Diffusion Processes
• Necessary and Sufficient Conditions for Almost Sure Sample Stability of Linear Ito Equations
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