A generalization of Itô's formula and the stability of stochastic Volterra integral equations

DOI10.1155/2012/292740zbMath1251.60048OpenAlexW2152749431WikidataQ58906575 ScholiaQ58906575MaRDI QIDQ1760629

Meng Liu, Wenxue Li, Ke Wang

Publication date: 15 November 2012

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

Full work available at URL: https://doi.org/10.1155/2012/292740

zbMATH Keywords

Itô's formulastochastic analysisgeneral stochastic Volterra integral equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Volterra integral equations (45D05)

Related Items (2)

Stability for a class of semilinear fractional stochastic integral equations ⋮ Qualitative analysis of fractional stochastic differential equations with variable order fractional derivative

Cites Work

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• Global stability analysis for stochastic coupled systems on networks
• Population dynamical behavior of Lotka-Volterra system under regime switching
• Stochastic Volterra equations with anticipating coefficients

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