Decay rates of solutions of linear stochastic Volterra equations.

Reynolds, David W., and Appleby, John A.D.. "Decay rates of solutions of linear stochastic Volterra equations.." Electronic Journal of Probability [electronic only] 13 (2008): 922-943. <http://eudml.org/doc/229665>.

@article{Reynolds2008,
author = {Reynolds, David W., Appleby, John A.D.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {almost sure exponential asymptotic stability; Liapunov exponent; subexponential distribution; subexponential function; Volterra equations; Itô-Volterra equations; linear stochastic Volterra equations; positive solutions; convergence},
language = {eng},
pages = {922-943},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Decay rates of solutions of linear stochastic Volterra equations.},
url = {http://eudml.org/doc/229665},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Reynolds, David W.
AU - Appleby, John A.D.
TI - Decay rates of solutions of linear stochastic Volterra equations.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 922
EP - 943
LA - eng
KW - almost sure exponential asymptotic stability; Liapunov exponent; subexponential distribution; subexponential function; Volterra equations; Itô-Volterra equations; linear stochastic Volterra equations; positive solutions; convergence
UR - http://eudml.org/doc/229665
ER -