Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
<p>We consider the reliability of some numerical methods in preserving the stability properties of the linear stochastic functional differential equation <mml:math alttext="$dx(t)=(alpha x(t)+etaint^t_0 x(s)ds) dt linebreak+sigma x(t-au)dW(t)$"> <mml:mi>d</mml:mi>&...
| Format: | Article |
|---|---|
| Language: | English |
| Published: |
SpringerOpen
2006-01-01
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| Series: | Advances in Difference Equations |
| Online Access: | http://www.hindawi.com/GetArticle.aspx?doi=10.1155/ADE/2006/73897 |