Stability analysis for stochastic Volterra–Levin equations with Poisson jumps: Fixed point approach (Q5263565): Difference between revisions

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scientific article; zbMATH DE number 6459821

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English	Stability analysis for stochastic Volterra–Levin equations with Poisson jumps: Fixed point approach	scientific article; zbMATH DE number 6459821

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instance of

scholarly article

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title

Stability analysis for stochastic Volterra–Levin equations with Poisson jumps: Fixed point approach (English)

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Journal of Mathematical Physics

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publication date

17 July 2015

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1063/1.3573598

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Fixed points, stability, and exact linearization

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Q3592165

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Fixed points and exponential stability for stochastic Volterra-Levin equations

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Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching

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Convergence of numerical solutions to stochastic delay differential equations with jumps

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Numerical methods for nonlinear stochastic differential equations with jumps

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Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching

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Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

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Identifiers

zbMATH Open document ID

1316.45002

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DOI

10.1063/1.3573598

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5263565

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+Fixed points, stability, and exact linearization
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+Q3592165
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+Fixed points and exponential stability for stochastic Volterra-Levin equations
+Normal rank
@@ Property / cites work @@
+Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
+Normal rank
@@ Property / cites work @@
+Convergence of numerical solutions to stochastic delay differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Numerical methods for nonlinear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
+Normal rank
@@ Property / cites work @@
+Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
+Normal rank