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Mean square stability of stochastic Volterra integro-differential equations

Article ID Journal Published Year Pages File Type
753310 Systems & Control Letters 2006 7 Pages PDF
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.

Keywords
Mean square stabilityDelay differential equation
Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
Preview
Mean square stability of stochastic Volterra integro-differential equations
Authors
X. Mao, M. Riedle,
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