Stability issues for selected stochastic evolutionary problems: a review
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Publication:2305960
DOI10.3390/axioms7040091zbMath1432.65009OpenAlexW2902622759MaRDI QIDQ2305960
Dajana Conte, Raffaele D'Ambrosio, Beatrice Paternoster, Angelamaria Cardone
Publication date: 20 March 2020
Published in: Axioms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/axioms7040091
asymptotic stabilitystochastic differential equationsmean-square stabilitystochastic Volterra integral equationsstochastic multistep methods
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05)
Related Items (7)
A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis ⋮ A spectral method for stochastic fractional differential equations ⋮ Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations ⋮ Improved \(\vartheta\)-methods for stochastic Volterra integral equations ⋮ Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators
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