Stability analysis for stochastic Volterra–Levin equations with Poisson jumps: Fixed point approach

DOI10.1063/1.3573598zbMath1316.45002OpenAlexW2010862261MaRDI QIDQ5263565

Lifang Guo, Quanxin Zhu

Publication date: 17 July 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.3573598

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Stability of solutions to ordinary differential equations (34D20) Fixed points and periodic points of dynamical systems; fixed-point index theory; local dynamics (37C25) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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Cites Work

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• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
• Fixed points and exponential stability for stochastic Volterra-Levin equations
• Fixed points, stability, and exact linearization
• Convergence of numerical solutions to stochastic delay differential equations with jumps
• Numerical methods for nonlinear stochastic differential equations with jumps
• Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching

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