Almost sure stability of linear Itô-Volterra equations with damped stochastic perturbations

DOI10.1214/ECP.v7-1063zbMath1027.60067OpenAlexW2114632144MaRDI QIDQ1860599

John A. D. Appleby

Publication date: 25 February 2003

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

Full work available at URL: https://eudml.org/doc/123102

zbMATH Keywords

almost sure stabilitystochastic functional differential equationpathwise stabilitystochastic Volterra differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (2)

\(p\)th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations ⋮ Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

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