Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations (Q948844)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations
scientific article

    Statements

    Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    15 October 2008
    0 references
    Summary: The authors consider necessary and sufficient conditions for the solution of a stochastically and deterministically perturbed Volterra equation to converge exponentially to a nonequilibrium and nontrivial limit. Convergence in an almost sure and \(p\)th mean sense is obtained.
    0 references
    0 references
    stochastic perturbation
    0 references
    nonequilibrium limit
    0 references
    nontrivial limit
    0 references
    convergence
    0 references
    0 references
    0 references