\(p\)th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations (Q1885577)

The author considers a finite-dimensional Ito-Volterra equation of the form \[ \begin{multlined} dX(t) =\left( f_{1}(X(t))+\int_{0}^{t}K_{1}(t-s)g_{1}(X(s))ds\right) ds \\ +\left( f_{2}(X(t))+\int_{0}^{t}K_{2}(t-s)g_{2}(X(s))ds\right) dB(s), \end{multlined} \] where \(K_{1}\) and \(K_{2}\) are continuous, integrable and \( f_{1},g_{1},f_{2},g_{2}\) satisfy global Lipschitz conditions with \( f_{1}(0)=0,g_{1}(0)=0,f_{2}(0)=0,g_{2}(0)=0.\) \newline Let \(X(t)\) be the unique strong solution. In this paper, it is proved that if there exists \(p\geq 2\) such that \[ E\| X(0)\| ^{p}<\infty \text{ and }\int_{0}^{\infty}E\| X(t)\|^{p}dt<\infty , \] then \(X(t)\) satisfies the following conditions \[ \lim_{t\to \infty }E\| X(t)\|^{p}=0,\;X(t)\in L^{p}(\mathbb{R}^{+}),\;\text{a.s.\;and }\lim_{t\to \infty }X(t)=0,\text{ a.s.} \]