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

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

Vadim D. Potapov

Publication date: 10 November 1997

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

zbMATH Keywords

stability; numerical examples; Lyapunov exponents; system of integro-differential equations; stochastic integro-differential equations; degenerate kernel; wide-band stationary processes

Mathematics Subject Classification ID

45J05: Integro-ordinary differential equations

65R20: Numerical methods for integral equations

45M10: Stability theory for integral equations

60H20: Stochastic integral equations

65C99: Probabilistic methods, stochastic differential equations

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