Stability issues for selected stochastic evolutionary problems: a review (Q2305960)
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scientific article; zbMATH DE number 7180763
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| English | Stability issues for selected stochastic evolutionary problems: a review |
scientific article; zbMATH DE number 7180763 |
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Stability issues for selected stochastic evolutionary problems: a review (English)
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20 March 2020
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Summary: We review some recent contributions of the authors regarding the numerical approximation of stochastic problems, mostly based on stochastic differential equations modeling random damped oscillators and stochastic Volterra integral equations. The paper focuses on the analysis of selected stability issues, i.e., the preservation of the long-term character of stochastic oscillators over discretized dynamics and the analysis of mean-square and asymptotic stability properties of \(\vartheta\)-methods for Volterra integral equations.
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stochastic differential equations
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stochastic multistep methods
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stochastic Volterra integral equations
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mean-square stability
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asymptotic stability
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0.8243666291236877
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0.7823656797409058
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0.7755877375602722
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0.7722936272621155
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