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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Bibliographic Details
Main Author: John Appleby
Format: Article
Language:English
Published: University of Szeged 2004-08-01
Series:Electronic Journal of Qualitative Theory of Differential Equations
Online Access:http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1&paramtipus_ertek=publication&param_ertek=168