Random integrodifferential equations of Volterra type with delay : attractiveness and stability

Applied Mathematics and Computation(2022)

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摘要
•The existence and the uniqueness of mild solutions of random integrodifferential equations are studied•We develop a new tool in the resolvent operator theory and apply several fixed-point theorems•We establish the properties of mean-square stability and attractiveness•We apply the theoretical outcomes to a type of the Heath-Jarrow-Morton-Musiela (HJMM) equation
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关键词
Volterra integral equation,Functional differential equation (FDE),Stochastic functional differential equation (SFDE),Delay,Mild Solution,Random fixed-point,Evolution family,Stability,Attractiveness
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