Almost sure Convergence of Solutions of Linear Stochastic Volterra Equations to Nonequilibrium Limits

Appleby, J.A.D.; Devin, S.; Reynolds, D.W.

Appleby, J.A.D. ; Devin, S. ; Reynolds, D.W.

J. Integral Equations Appl., Tome 19 (2007) no. 1, p. 405-437 / Harvested from Project Euclid

Résumé

Publié le : 2007-12-14
Classification: Itô Volterra integrodifferential equations, stochastic Volterra integrodifferential equations, Volterra integrodifferential equations, asymptotic stability, almost sure asymptotic stability, almost sure asymptotic convergence, asymptotic constancy, 34K20, 34K25, 34K50, 45D05, 60H10, 60H20

@article{1192628616,
     author = {Appleby, J.A.D. and Devin, S. and Reynolds, D.W.},
     title = {Almost sure Convergence of Solutions of Linear Stochastic Volterra Equations to Nonequilibrium Limits},
     journal = {J. Integral Equations Appl.},
     volume = {19},
     number = {1},
     year = {2007},
     pages = { 405-437},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1192628616}
}

Appleby, J.A.D.; Devin, S.; Reynolds, D.W. Almost sure Convergence of Solutions of Linear Stochastic Volterra Equations to Nonequilibrium Limits. J. Integral Equations Appl., Tome 19 (2007) no. 1, pp.  405-437. http://gdmltest.u-ga.fr/item/1192628616/