A generalization of Itô's formula and the stability of stochastic Volterra integral equations
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Publication:1760629
DOI10.1155/2012/292740zbMATH Open1251.60048OpenAlexW2152749431WikidataQ58906575 ScholiaQ58906575MaRDI QIDQ1760629FDOQ1760629
Authors: Wenxue Li, Meng Liu, Ke Wang 
Publication date: 15 November 2012
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/292740
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- Stability of nonlinear neutral stochastic functional differential equations
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- Stochastic Volterra equations with anticipating coefficients
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- Global stability of coupled nonlinear systems with Markovian switching
- Robust stochastic stability analysis for uncertain neutral-type delayed neural networks driven by Wiener process
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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