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 Electronic Journal of Probability > Vol. 13 (2008) > Paper 30 open journal systems 


Decay Rates of Solutions of Linear Stochastic Volterra Equations

David W Reynolds, Dublin City University
John A. D. Appleby, Dublin City University


Abstract
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.


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Pages: 922-943

Published on: May 9, 2008
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Electronic Journal of Probability. ISSN: 1083-6489