| Título: | Decay Rates of Solutions of Linear Stochastic Volterra Equations |
| Autores: |
Reynolds, David W; Dublin City University Appleby, John A. D.; Dublin City University |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
almost sure exponential asymptotic stability, Liapunov exponent, subexponential distribution, subexponential function, Volterra equations, Ito-Volterra equations 4K20, 34K50, 60H10, 60H20, 45D05. |
| Descripción: | The paper studies the exponential and non--exponential convergence rate to zero of solutions of scalar linear convolution Ito-Volterra equations in which the noise intensity depends linearly on the current state. By exploiting the positivity of the solution, various upper and lower bounds in first mean and almost sure sense are obtained, including Liapunov exponents. |
| Idioma: | No aplica |
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