Numerical method for investigation of stability of stochastic integro-differential equations
A system of integro-differential equations is introduced which contain time derivations of first and second order, wide-band stationary processes and an integral with degenerate kernel. The stability of the trivial solution is defined. The Lyapunov exponents and the canonical expansion of stationary random processes are applied to the numerical solution of the stationary problem. Results of numerical experiments are contained.
stochastic integro-differential equations
system of integro-differential equations
scientific article; zbMATH DE number 1036653
scientific article