Stability of stochastic integro differiential equations

DOI10.1080/07362990008809708zbMath0969.60068OpenAlexW2009039704MaRDI QIDQ4526876

Xuerong Mao

Publication date: 31 January 2001

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809708

zbMATH Keywords

\(L^2\)-stableexponentially stable in the mean square

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Stochastic analysis (60H99)

Related Items (23)

Convergence and stability of balanced methods for stochastic delay integro-differential equations ⋮ \(p\)th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations ⋮ Stability and boundedness of stochastic Volterra integrodifferential equations with infinite delay ⋮ LONG TERM BEHAVIOR OF DICHOTOMOUS STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES ⋮ Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations ⋮ Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems ⋮ Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions ⋮ Non-exponential stability of scalar stochastic Volterra equations. ⋮ The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations ⋮ A class of stochastic differential equations with the time average ⋮ Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations ⋮ Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations ⋮ Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits ⋮ Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Stochastic Volterra equations in weighted spaces ⋮ Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations ⋮ Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations ⋮ Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay ⋮ Mean square stability of stochastic Volterra integro-differential equations ⋮ Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions ⋮ Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations

Cites Work

• Unnamed Item
• A note on some differences between real and complex stability radii
• Stability radii of linear systems
• Stability of semilinear stochastic evolution equations
• Robustness of stability of nonlinear systems with stochastic delay perturbations
• Stability radii of linear systems with respect to stochastic perturbations
• Asymptotic stability of the linear Ito equation in infinite dimensions
• Parameter space design of robust control systems
• EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES

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