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Stability of stochastic integro differiential equations
- Source :
- Stochastic Analysis and Applications. 18:1005-1017
- Publication Year :
- 2000
- Publisher :
- Informa UK Limited, 2000.
-
Abstract
- In this paper we shall investigate the stability of a stochastic integro–differential equation which is regarded as a stochastically perturbed system of a given non-linear stable system . Several sufficient criteria are obtained under which the system can tolerate the stochastic perturbation without losing the property of stability
- Subjects :
- Statistics and Probability
Applied Mathematics
Mathematical analysis
Perturbation (astronomy)
Dirac delta function
Existence theorem
Lipschitz continuity
Stable system
Linear map
symbols.namesake
Exponential stability
Gronwall's inequality
symbols
Statistics, Probability and Uncertainty
Mathematics
Subjects
Details
- ISSN :
- 15329356 and 07362994
- Volume :
- 18
- Database :
- OpenAIRE
- Journal :
- Stochastic Analysis and Applications
- Accession number :
- edsair.doi...........d26bba9333b217c5e32669f9a4ad5116
- Full Text :
- https://doi.org/10.1080/07362990008809708