Decay rates of solutions of linear stochastic Volterra equations

DOI10.1214/EJP.v13-507zbMath1188.45008MaRDI QIDQ1039037

John A. D. Appleby, David W. Reynolds

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229665

zbMATH Keywords

convergencepositive solutionssubexponential distributionVolterra equationslinear stochastic Volterra equationsItô-Volterra equationsalmost sure exponential asymptotic stabilityLiapunov exponentsubexponential function

Mathematics Subject Classification ID

Asymptotics of solutions to integral equations (45M05) Stability theory for integral equations (45M10) Stochastic integral equations (60H20) Positive solutions of integral equations (45M20) Random integral equations (45R05)

Related Items (6)

The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition ⋮ Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients ⋮ Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations ⋮ The almost sure asymptotic stability and boundedness of stochastic functional differential equations with polynomial growth condition ⋮ Growth and fluctuation in perturbed nonlinear Volterra equations ⋮ Rough Volterra equations. II: Convolutional generalized integrals

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