A generalization of Itô's formula and the stability of stochastic Volterra integral equations

DOI10.1155/2012/292740MaRDI QIDQ1760629zbMATH OpenOpenAlexWikidataFDO

Authors Wenxue Li, Meng Liu, Ke Wang

Publication date 15 November 2012

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2012/292740

zbMATH Keywords

stochastic analysisgeneral stochastic Volterra integral equationsItô's formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Volterra integral equations (45D05)

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Cites work

• scientific article; zbMATH DE number 4022294 (Why is no real title available?)
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• Global stability analysis for stochastic coupled systems on networks
• Global stability of coupled nonlinear systems with Markovian switching
• Persistence and extinction in stochastic non-autonomous logistic systems
• Population dynamical behavior of Lotka-Volterra system under regime switching
• Robust stochastic stability analysis for uncertain neutral-type delayed neural networks driven by Wiener process
• Stability of nonlinear neutral stochastic functional differential equations
• Stochastic Volterra equations with anticipating coefficients
• Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching

Cited in

(5)

• A generalised Itō formula for Lévy-driven Volterra processes
• A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
• Stability for a class of semilinear fractional stochastic integral equations
• Method of generalized variation of constants formula: relative stability
• Qualitative analysis of fractional stochastic differential equations with variable order fractional derivative

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