Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

DOI10.1080/07362990600753536MaRDI QIDQ5484530zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, M. Riedle

Publication date 21 August 2006

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990600753536

zbMATH Keywords

stochastic functional differential equationsalmost sure asymptotic stabilityexponential asymptotic stabilityuniform asymptotic stabilitylinear stochastic Volterra integro-differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Volterra integral equations (45D05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Stochastic integral equations (60H20)

Recommendations

• On asymptotic stability of linear stochastic Volterra difference equations with respect to a fading perturbation
• Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations
• scientific article; zbMATH DE number 2197855
• On asymptotic stability and instability with respect to a fading stochastic perturbation
• About stability of delay differential equations with square integrable level of stochastic perturbations

Cites work

• scientific article; zbMATH DE number 589300 (Why is no real title available?)
• scientific article; zbMATH DE number 2023336 (Why is no real title available?)
• ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION
• Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales
• Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations
• An ‘excursion’ approach to an annealing problem
• Asymptotic stability of the linear Ito equation in infinite dimensions
• Error estimates and stability of itô-type systems of nonlinear stochastic integro-differential equations
• Method of Variation of Parameters for Dynamic Systems
• On multi-dimensional annealing problems
• Random integral equations with applications to life sciences and engineering
• Robustness of Pathwise Stability of Semilinear Perturbed Stochastic Evolution Equations
• Stability of Stochastic Delay Evolution Equations with Monotone Nonlinearity
• Stability of functional differential equations
• Stability of semilinear stochastic evolution equations

Cited in

(18)

• Mean square exponential and non-exponential asymptotic stability of impulsive stochastic Volterra equations
• Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations
• Fast-slow-coupled stochastic functional differential equations
• On asymptotic stability and instability with respect to a fading stochastic perturbation
• Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations
• Asymptotic stability analysis of a stochastic Volterra integro-differential equation with fading memory
• Robust stability of a class of stochastic functional differential equations with Markovian switching
• On asymptotic stability of linear stochastic Volterra difference equations with respect to a fading perturbation
• Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
• Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations
• Stability and boundedness of stochastic Volterra integrodifferential equations with infinite delay
• Stabilization of Volterra equations by noise
• Analysis of stability for stochastic delay integro-differential equations
• Mean square characterisation of a stochastic Volterra integrodifferential equation with delay
• Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump
• Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits
• Robust analysis of discrete time noises for stochastic systems and application in neural networks
• Stochastic Volterra equations in weighted spaces

This page was built for publication: Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5484530)