STABILITY OF STOCHASTIC SYSTEMS WITH MEMORY

DOI10.1142/S0219493705001493MaRDI QIDQ5694407zbMATH OpenFDO

Authors Vadim D. Potapov

Publication date 30 September 2005

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219493705001493

zbMATH Keywords

stabilityLyapunov exponentsVolterra integro-differential equationsfading memorystatistical momentsstochastic Volterra integro-differential equations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05) Stochastic integral equations (60H20) Stability theory for integral equations (45M10)

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• Numerical method for investigation of stability of stochastic integro-differential equations
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• Stability of a class of stochastic integro-differential equations
• Mean square characterisation of a stochastic Volterra integrodifferential equation with delay

Cites work

• scientific article; zbMATH DE number 3996979 (Why is no real title available?)
• Characterization of Non-Linear Transformations Possessing Kernels
• Lyapunov characteristic exponents for smooth dynamical systems and for Hamiltonian systems; a method for computing all of them. I: Theory
• Numerical Methods for Nonlinear Volterra Integro-Differential Equations
• Numerical method for investigation of stability of stochastic integro-differential equations
• Research in computational epidemiology
• Stability of epidemic model with time delays influenced by stochastic perturbations

Cited in

(5)

• A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory
• Fading-memory feedback systems and robust stability
• Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
• Stability of elastic and viscoelastic systems under stochastic non-Gaussian excitation
• Stochastic systems with memory and jumps

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