Mean square characterisation of a stochastic Volterra integrodifferential equation with delay

DOI10.1504/IJDSDE.2021.117374MaRDI QIDQ2113747zbMATH OpenOpenAlexWikidataFDO

Authors 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

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)

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Cited in

(4)

• 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
• Asymptotic stability analysis of a stochastic Volterra integro-differential equation with fading memory
• STABILITY OF STOCHASTIC SYSTEMS WITH MEMORY

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