Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits

DOI10.1216/jiea/1192628616zbMath1154.45012OpenAlexW2081166542MaRDI QIDQ2476481

John A. D. Appleby, David W. Reynolds, Siobhán Devin

Publication date: 20 March 2008

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/jiea/1192628616

zbMATH Keywords

Brownian motionasymptotic stabilityasymptotic constancyalmost sure asymptotic stabilityalmost sure asymptotic convergenceItô Volterra integrodifferential equationsstochastic Volterra integrodifferential equations

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Asymptotics of solutions to integral equations (45M05) Stability theory for integral equations (45M10) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (10)

Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations ⋮ NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ Improved rectangular method on stochastic Volterra equations ⋮ Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations ⋮ Growth and fluctuation in perturbed nonlinear Volterra equations ⋮ Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay ⋮ Rough Volterra equations. II: Convolutional generalized integrals ⋮ An approximate solution for stochastic Burgers' equation driven by white noise ⋮ An approximation method for stochastic heat equation driven by white noise ⋮ Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion

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