Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations

DOI10.1155/2008/473156zbMATH Open1152.45010OpenAlexW1985778599WikidataQ58645919 ScholiaQ58645919MaRDI QIDQ948844FDOQ948844

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

Publication date: 15 October 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54888

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zbMATH Keywords

convergencestochastic perturbationnonequilibrium limitnontrivial limit

Mathematics Subject Classification ID

Random integral equations (45R05) Stochastic integral equations (60H20)

Cites Work

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• Stability of stochastic integro differiential equations
• Mean square stability of stochastic Volterra integro-differential equations
• Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations
• Exponential asymptotic stability for scalar linear Volterra equations
• Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits
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• Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations
• On the exponential convergence to a limit of solutions of perturbed linear Volterra equations

Cited In (7)

• Title not available (Why is that?)
• Non-exponential stability of scalar stochastic Volterra equations.
• On the limit measure to stochastic Volterra equations
• On the exponential convergence to a limit of solutions of perturbed linear Volterra equations
• Title not available (Why is that?)
• Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits
• Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise

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