Decay Rates of Solutions of Linear Stochastic Volterra Equations
Decay Rates of Solutions of Linear Stochastic Volterra Equations
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DOI：
10.1214/ejp.v13-507
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发表时间：
2008-09
影响因子：
1.4
通讯作者：
D. W. Reynolds;J. Appleby
中科院分区：
文献类型：
--
作者：
D. W. Reynolds;J. Appleby
本文研究了噪声强度线性依赖于当前状态的标量线性卷积Ito-Volterra方程解的指数和非指数收敛速度。利用解的正性，得到了第一均值和几乎处处意义下的各种上下界，包括Liapunov指数。
The paper studies the exponential and non--exponential convergence rate to zero of solutions of scalar linear convolution Ito-Volterra equations in which the noise intensity depends linearly on the current state. By exploiting the positivity of the solution, various upper and lower bounds in first mean and almost sure sense are obtained, including Liapunov exponents.