Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations (Q1767511): Difference between revisions
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Revision as of 04:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations |
scientific article |
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Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations (English)
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8 March 2005
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This paper investigates the solutions of a \(d\)-dimensional linear stochastic integro-differential equation of the form \[ dX(t)= \Biggl(AX(t)+ \int^t_0 K(t- s)X(s)\,ds\Biggr)\,dt+ \Sigma(t) dW(t), \] where \(W\) is an \(r\)-dimensional Brownian motion with independent components. Theorems are proved concerning conditions leading to the exponential convergence of these solutions and concerning the implications of such convergence.
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