Appleby, John A.D. (2004) Almost sure subexponential decay rates of scalar Ito-Volterra equations. In: 7th Colloquim on the Qualitative Theory of Differential Equations, 14-18 July, 2003, Szeged, Hungary.
Abstract
The paper studies the subexponential convergence of
solutions of scalar Itˆo-Volterra equations. First, we consider linear
equations with an instantaneous multiplicative noise term with
intensity . If the kernel obeys
lim
t!1
k0(t)/k(t) = 0,
and another nonexponential decay criterion, and the solution X
tends to zero as t ! 1, then
limsup
t!1
log |X(t)|
log(tk(t))
= 1 − (||), a.s.
where the random variable (||) ! 0 as ! 1 a.s. We also
prove a decay result for equations with a superlinear diffusion coefficient
at zero. If the deterministic equation has solution which is
uniformly asymptotically stable, and the kernel is subexponential,
the decay rate of the stochastic problem is exactly the same as that
of the underlying deterministic problem.
Metadata
Item Type: | Conference or Workshop Item (Paper) |
---|---|
Event Type: | Conference |
Refereed: | Yes |
Uncontrolled Keywords: | almost sure exponential asymptotic stability; Itˆo- Volterra equations; |
Subjects: | Mathematics > Stochastic analysis |
DCU Faculties and Centres: | DCU Faculties and Schools > Faculty of Science and Health > School of Mathematical Sciences |
Official URL: | http://www.math.u-szeged.hu/ejqtde/ |
Use License: | This item is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 3.0 License. View License |
ID Code: | 12 |
Deposited On: | 26 Oct 2006 by DORAS Administrator . Last Modified 19 Jul 2018 14:40 |
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