Mean square characterisation of a stochastic Volterra integrodifferential equation with delay

DOI10.1504/IJDSDE.2021.117374zbMath1482.34194OpenAlexW3197339568WikidataQ115237317 ScholiaQ115237317MaRDI QIDQ2113747

John A. D. Appleby

Publication date: 14 March 2022

Published in: International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijdsde.2021.117374

zbMATH Keywords

exponential stabilitycharacteristic equationstochastic Volterra equationstochastic functional differential equationsrenewal equationcharacteristic exponentmean square stabilityvariation of constants formula

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Asymptotics of solutions to integral equations (45M05) Random integral equations (45R05)

Related Items (1)

On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations

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