Perturbed stochastic hereditary differential equations with integral contractors

Authors
Jankovic, S Jovanovic, M
Citation
S. Jankovic et M. Jovanovic, Perturbed stochastic hereditary differential equations with integral contractors, COMPUT MATH, 42(6-7), 2001, pp. 871-881
Citations number
12
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTERS & MATHEMATICS WITH APPLICATIONS
ISSN journal
08981221 → ACNP
Volume
42
Issue
6-7
Year of publication
2001
Pages
871 - 881
Database
ISI
SICI code
0898-1221(200109/10)42:6-7<871:PSHDEW>2.0.ZU;2-0
Abstract
The present paper deals with the asymptotic behavior of the solution of the perturbed stochastic hereditary differential equation of the Ito type, by comparing it in the (2m)(th) moment sense with the solution of the appropri ate unperturbed equation, on finite intervals or on intervals whose length tends to infinity. The problems are considered by using the concept of a ra ndom integral contractor, which includes the Lipschitz condition as a speci al case. (C) 2001 Elsevier Science Ltd. All rights reserved.