Mean square Hyers-Ulam stability of stochastic differential equations driven by Brownian motion
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Publication:1628143
DOI10.1186/s13662-016-1002-4zbMath1419.34156OpenAlexW2538457106WikidataQ59468639 ScholiaQ59468639MaRDI QIDQ1628143
Publication date: 3 December 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-016-1002-4
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)
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Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations ⋮ On stability of stochastic differential equations with random impulses driven by Poisson jumps ⋮ Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays ⋮ Ulam-Hyers-Rassias stability of a nonlinear stochastic Ito-Volterra integral equation ⋮ Existence and Hyers-Ulam stability of random impulsive stochastic functional integrodifferential equations with finite delays ⋮ Ulam-Hyers-Rassias stability of stochastic functional differential equations via fixed point methods ⋮ Hyers–Ulam stability for equations with differences and differential equations with time-dependent and periodic coefficients
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