Numerical method for investigation of stability of stochastic integro-differential equations

DOI10.1016/S0168-9274(97)00020-2zbMath0874.65107OpenAlexW1965999631MaRDI QIDQ1360543

Vadim D. Potapov

Publication date: 10 November 1997

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0168-9274(97)00020-2

zbMATH Keywords

stabilitynumerical examplesLyapunov exponentssystem of integro-differential equationsstochastic integro-differential equationsdegenerate kernelwide-band stationary processes

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20) Stability theory for integral equations (45M10) Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

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