Stability of Interconnected Systems Described by Stochastic Nonlinear Volterra Integral Equations

New results are established for the stochastic stability of interconnected systems (also called composite systems or large scale systems) described by nonlinear Volterra integral equations with uncertain weighting functions, uncertain nonlinearities and stochastic inputs. We utilize the viewpoint of analyzing complex systems in terms of lower order (and simpler) subsystems and in terms of the system interconnecting structure. Whenever appropriate, frequency domain techniques (including circle criteria and Popov- like conditions) are emphasized. The results are applied to systems described by stochastic nonlinear differential equations. In addition, a specific example is also presented.