Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations

DOI10.1155/ADE/2006/73897zbMath1133.65003OpenAlexW2059495322WikidataQ59212660 ScholiaQ59212660MaRDI QIDQ2491449

J. A. Roberts, Leonid Shaikhet

Publication date: 29 May 2006

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53912

zbMATH Keywords

stabilitynumerical experimentslinear stochastic functional differential equation

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Stability theory for integral equations (45M10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)

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