Stability of stochastic integro differiential equations (Q4526876)
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scientific article; zbMATH DE number 1559412
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| English | Stability of stochastic integro differiential equations |
scientific article; zbMATH DE number 1559412 |
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Stability of stochastic integro differiential equations (English)
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31 January 2001
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\(L^2\)-stable
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exponentially stable in the mean square
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0.8637961745262146
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0.8359351754188538
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0.818081796169281
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0.8159773349761963
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Theorems giving conditions under which vector nonlinear stochastic integro-differential equations of the form \[ dx(t)= f\bigl(x(t), t \bigr)dt+ g\left(\int^t_0 G(t-s)x(s) ds,t\right) dw(t) \] are exponentially stable in the mean square and under which they are \(L^2\)-stable are proved. An example is given to illustrate the application of these theorems to a specific equation.
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