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

Amadou Diop, Moustapha Dieye and Bipan Hazarika

Applied Mathematics and Computation, 2022, vol. 430, issue C

Abstract: In this paper, the existence and the uniqueness of mild solutions of random integrodifferential equations are studied. To obtain random solutions, we develop a new tool in the resolvent operator theory and apply several fixed-point theorems. In addition, we establish the properties of mean-square stability and attractiveness. In the end, examples are worked out and we apply the theoretical outcomes to a type of the Heath-Jarrow-Morton-Musiela (HJMM) equation.

Keywords: Volterra integral equation; Functional differential equation (FDE); Stochastic functional differential equation (SFDE); Delay; Mild Solution; Random fixed-point; Evolution family; Stability; Attractiveness (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:430:y:2022:i:c:s0096300322003757

DOI: 10.1016/j.amc.2022.127301

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