Matrix Volterra integral equation with submultiplicative asymptotics of the inhomogeneous term
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Publication:2047464
The following system of Volterra integral equations of the second kind is considered: \[ z_i(x)=\sum_{j=1}^{n}\int_{0}^{x} z_j(x-u)F_{ij}(du)+g_i(x), \qquad x\in \mathbb{R}_{+}, \quad i=1,\dots,n. \] The inhomogeneous term behaves like a submultiplicative function. The asymptotic properties of the solution are established depending on the asymptotics of the submultiplicative function.
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- On systems of renewal equations
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- Stone decomposition for a matrix renewal measure on a half-line
- Submultiplicative moments of the supremum of a random walk with negative drift
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