Stability of stochastic integro differiential equations

DOI10.1080/07362990008809708MaRDI QIDQ4526876zbMATH OpenOpenAlexFDO

Authors Xuerong Mao

Publication date 31 January 2001

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

Full work available at URL https://doi.org/10.1080/07362990008809708

zbMATH Keywords

\(L^2\)-stableexponentially stable in the mean square

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Stochastic analysis (60H99)

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Cites work

• A note on some differences between real and complex stability radii
• Asymptotic stability of the linear Ito equation in infinite dimensions
• EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES
• scientific article; zbMATH DE number 50111 (Why is no real title available?)
• Parameter space design of robust control systems
• Robustness of stability of nonlinear systems with stochastic delay perturbations
• Stability of semilinear stochastic evolution equations
• Stability radii of linear systems
• Stability radii of linear systems with respect to stochastic perturbations

Cited in

(43)

• Absolute stability of a stochastic integrodifferential system. II
• Stability of the zero solution of a system of integro-differential equations under stochastic perturbation of parameters
• Stability of stochastic integrals under change of filtration
• Numerical method for investigation of stability of stochastic integro-differential equations
• Non-exponential stability of scalar stochastic Volterra equations.
• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations
• \(p\)th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations
• Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
• Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
• Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions
• Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations
• Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions
• Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations
• Stability and boundedness of stochastic Volterra integrodifferential equations with infinite delay
• A class of stochastic differential equations with the time average
• Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits
• Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
• Mean square stability of stochastic Volterra integro-differential equations
• Convergence and stability of balanced methods for stochastic delay integro-differential equations
• L-operator integro-differential inequality for dissipativity of stochastic integro-differential equations
• On the stability of some stochastic integro partial differential equations
• Fixed points and stability of stochastic integro-differential equations
• Stability of anticipating linear stochastic differential equations
• scientific article; zbMATH DE number 5528983 (Why is no real title available?)
• scientific article; zbMATH DE number 3949422 (Why is no real title available?)
• Explicit stability conditions for stochastic integro-differential equations with non-selfadjoint operator coefficients
• scientific article; zbMATH DE number 559215 (Why is no real title available?)
• scientific article; zbMATH DE number 701613 (Why is no real title available?)
• scientific article; zbMATH DE number 1990797 (Why is no real title available?)
• scientific article; zbMATH DE number 774064 (Why is no real title available?)
• Stability of a class of stochastic integro-differential equations
• Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations
• Backward stochastic Volterra integro-differential equations and applications in optimal control problems
• LONG TERM BEHAVIOR OF DICHOTOMOUS STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES
• Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
• Some stabilities of stochastic differential equations with delay in the G-framework and Euler-Maruyama method
• Convergence and stability of the split-step theta method for a class of stochastic Volterra integro-differential equations driven by Lévy noise
• On explosion time for a class of multidimensional stochastic Volterra integro-differential equations
• Solution space characterisation of perturbed linear discrete and continuous stochastic Volterra convolution equations: the ^p and L^p cases
• Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations
• Stochastic Volterra equations in weighted spaces
• Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
• Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay

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