Error estimates and stability of itô-type systems of nonlinear stochastic integro-differential equations

Abstract

By developing an integral representation of a function of solution process of a system of Ito-type stochastic nonlinear integro-differential equations, the error estimates on absolute p-th deviation of a solution process with the solution of the mean of the corresponding deterministic system of integro-differential equations is analyzed. Furthermore, the p-th moment stability properties of the steady state of the system is studied. The obtained results would provide a partial solution to one of the fundamental problems in modelling of dynamic systems, namely, to what extent incorporating randomness in the system causes the change in behavior of the system relative to its deterministic version

Keywords:

• Integral representation
• p-th moment deviation
• stability

AMS(MOS)::

• 60H20