Mean square stability of stochastic Volterra integro-differential equations

TY - JOUR

T1 - Mean square stability of stochastic Volterra integro-differential equations

AU - Mao, Xuerong

AU - Riedle, Markus

PY - 2006/6

Y1 - 2006/6

N2 - 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.

AB - 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.

KW - Volterra differential equation

KW - Delay differential equation

KW - Mean square stability

U2 - 10.1016/j.sysconle.2005.09.009

DO - 10.1016/j.sysconle.2005.09.009

M3 - Article

SN - 0167-6911

VL - 55

SP - 459

EP - 465

JO - Systems & Control Letters

JF - Systems & Control Letters

IS - 6

ER -