ULAM-HYERS-RASSIAS STABILITY OF A NONLINEAR STOCHASTIC ITO-VOLTERRA INTEGRAL EQUATION

被引：2
|
作者：
Ngo Phuoc Nguyen Ngoc [1 ]
Nguyen Van Vinh [2 ]
机构：
[1] Hue Univ Sci, Dept Math, 77 Nguyen Hue St, Hue City, Vietnam
[2] Hue Univ Educ, Dept Math, 32 Le Loi St, Hue City, Vietnam
来源：
DIFFERENTIAL EQUATIONS & APPLICATIONS | 2018年 / 10卷 / 04期
关键词：
Ulam-Hyers-Rassias stability; Stochastic integral equations; Banach's fixed point theorem;
D O I：
10.7153/dea-2018-10-27
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, by using the classical Banach contraction principle, we investigate and establish the stability in the sense of Ulam-Hyers and in the sense of Ulam-Hyers-Rassias for the following stochastic integral equation X-t = xi(t) + integral(t)(0) A(t, s, X-s)ds + integral(t)(0) B(t,s,X-s)dW(s), where integral(t)(0) B(t,s,X-s)dW(s) is Ito integral.
引用
收藏
页码：397 / 411
页数：15
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