Stability issues for selected stochastic evolutionary problems: a review

DOI10.3390/AXIOMS7040091zbMATH Open1432.65009OpenAlexW2902622759WikidataQ128844531 ScholiaQ128844531MaRDI QIDQ2305960FDOQ2305960

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

Publication date: 20 March 2020

Published in: Axioms (Search for Journal in Brave)

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

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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
• Title not available (Why is that?)

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