A generalization of Osgood's test and a comparison criterion for integral equations with noise.
Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations.
Decay rates of solutions of linear stochastic Volterra equations.
Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type.
Global existence and controllability to a stochastic integro-differential equation.
On solutions of general nonlinear stochastic integral equations.
On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations.
Quasi-diffusion solution of a stochastic differential equation
We consider the stochastic differential equation , where , , are nonrandom continuous functions of t, X₀ is an initial random variable, is a Gaussian process and X₀, Y are independent. We give the form of the solution () to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that () is a quasi-diffusion proces.
Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations.
The existence and exponential stability for random impulsive integrodifferential equations of neutral type.
The set of probability distribution solutions of a linear functional equation
Let (Ω,,P) be a probability space and let τ: ℝ×Ω → ℝ be a function which is strictly increasing and continuous with respect to the first variable, measurable with respect to the second variable. Given the set of all continuous probability distribution solutions of the equation we determine the set of all its probability distribution solutions.
Volterra equations with fractional stochastic integrals.