Almost sure subexponential decay rates of scalar Itô-Volterra equations
The paper studies the subexponential convergence of solutions of scalar Itô-Volterra equations. First, we consider linear equations with an instantaneous multiplicative noise term with intensity $\sigma$. If the kernel obeys \[ \lim_{t \rightarrow\infty} k'(t)/k(t)=0, \] and another nonexponent...
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Format: | Article |
Language: | English |
Published: |
University of Szeged
2004-08-01
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Series: | Electronic Journal of Qualitative Theory of Differential Equations |
Online Access: | http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=168 |