Stability issues for selected stochastic evolutionary problems: a review

DOI10.3390/AXIOMS7040091zbMath1432.65009OpenAlexW2902622759WikidataQ128844531 ScholiaQ128844531MaRDI QIDQ2305960

Dajana Conte, Raffaele D'Ambrosio, Beatrice Paternoster, Angelamaria Cardone

Publication date: 20 March 2020

Published in: Axioms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/axioms7040091

zbMATH Keywords

asymptotic stabilitystochastic differential equationsmean-square stabilitystochastic Volterra integral equationsstochastic multistep methods

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05)

Related Items (8)

A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis ⋮ A spectral method for stochastic fractional differential equations ⋮ Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations ⋮ Improved \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Unnamed Item ⋮ Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators

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