Mean square characterisation of a stochastic Volterra integrodifferential equation with delay

DOI10.1504/IJDSDE.2021.117374zbMATH Open1482.34194OpenAlexW3197339568WikidataQ115237317 ScholiaQ115237317MaRDI QIDQ2113747FDOQ2113747

John A. D. Appleby

Publication date: 14 March 2022

Published in: International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijdsde.2021.117374

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zbMATH Keywords

characteristic equationexponential stabilitycharacteristic exponentstochastic functional differential equationsmean square stabilityrenewal equationvariation of constants formulastochastic Volterra equation

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Random integral equations (45R05) Asymptotics of solutions to integral equations (45M05)

Cited In (3)

• On the dynamics and asymptotic behaviour of the mean square of scalar linear stochastic difference equations
• Mean square stability of stochastic Volterra integro-differential equations
• STABILITY OF STOCHASTIC SYSTEMS WITH MEMORY

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