Mean square stability of stochastic Volterra integro-differential equations

被引：38
|
作者：
Mao, X
Riedle, M [1 ]
机构：
[1] Humboldt Univ, Inst Math, D-10099 Berlin, Germany
[2] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland
来源：
SYSTEMS & CONTROL LETTERS | 2006年 / 55卷 / 06期
关键词：
Volterra differential equation; delay differential equation; mean square stability;
D O I：
10.1016/j.sysconle.2005.09.009
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The mean square stability of a non-linear stochastic Volterra integro-differential equation is studied. Non-convolution Volterra terms arise in both the drift and the dispersion term. Moreover, for the convolution case we determine the rate of convergence in terms of an integrability condition on the Volterra kernels. (c) 2005 Elsevier B.V. All rights reserved.
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页码：459 / 465
页数：7
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