Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations

DOI10.1155/2008/473156MaRDI QIDQ948844zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

convergencestochastic perturbationnonequilibrium limitnontrivial limit

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4058152 (Why is no real title available?)
• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
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• scientific article; zbMATH DE number 194918 (Why is no real title available?)
• scientific article; zbMATH DE number 2197855 (Why is no real title available?)
• Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations
• Almost sure convergence of solutions of linear stochastic Volterra equations to nonequilibrium limits
• Exponential asymptotic stability for scalar linear Volterra equations
• Exponential asymptotic stability of linear Itô-Volterra equations with damped stochastic per\-tur\-bations
• Mean square stability of stochastic Volterra integro-differential equations
• On the exponential convergence to a limit of solutions of perturbed linear Volterra equations
• Stability of stochastic integro differiential equations

Cited in

(7)

• scientific article; zbMATH DE number 2197855 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 5847653 (Why is no real title available?)
• 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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