Stability issues for selected stochastic evolutionary problems: a review

DOI10.3390/AXIOMS7040091MaRDI QIDQ2305960zbMATH OpenOpenAlexWikidataFDO

Authors Angelamaria Cardone, Dajana Conte, Raffaele D'Ambrosio, Beatrice Paternoster

Publication date 20 March 2020

Published in Axioms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/axioms7040091

zbMATH Keywords

asymptotic stabilitystochastic differential equationsmean-square stabilitystochastic Volterra integral equationsstochastic multistep methods

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Volterra integral equations (45D05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(9)

• A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations
• A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
• Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
• A spectral method for stochastic fractional differential equations
• On the numerical structure preservation of nonlinear damped stochastic oscillators
• Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators
• Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations
• scientific article; zbMATH DE number 5608707 (Why is no real title available?)

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