Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

DOI10.1080/07362990600753536zbMath1121.60070OpenAlexW2095357711MaRDI QIDQ5484530

John A. D. Appleby, Markus Riedle

Publication date: 21 August 2006

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

Full work available at URL: https://doi.org/10.1080/07362990600753536

zbMATH Keywords

exponential asymptotic stabilityuniform asymptotic stabilitystochastic functional differential equationsalmost sure asymptotic stabilitylinear stochastic Volterra integro-differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stability theory of functional-differential equations (34K20) Stochastic stability in control theory (93E15) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (13)

Fast-slow-coupled stochastic functional differential equations ⋮ Analysis of stability for stochastic delay integro-differential equations ⋮ Robust stability of a class of stochastic functional differential equations with Markovian switching ⋮ Stability and boundedness of stochastic Volterra integrodifferential equations with infinite delay ⋮ Mean square exponential and non-exponential asymptotic stability of impulsive stochastic Volterra equations ⋮ Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations ⋮ Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits ⋮ Stochastic Volterra equations in weighted spaces ⋮ Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay ⋮ On asymptotic stability and instability with respect to a fading stochastic perturbation ⋮ Robust analysis of discrete time noises for stochastic systems and application in neural networks ⋮ Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

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