Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
753310 | Systems & Control Letters | 2006 | 7 Pages |
Abstract
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.
Related Topics
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Control and Systems Engineering
Authors
X. Mao, M. Riedle,