Non-exponential stability of scalar stochastic Volterra equations

We study convergence rates to zero of solutions of the scalar equationwhere f, g, h are globally Lipschitz, xg(x)>0 for nonzero x, and k is continuous, integrable, positive and limt-->[infinity] k(t-s)/k(t)=1, for s>0. Thenfor nontrivial solutions satisfying limt-->[infinity] X(t)=0 on A, a set of positive probability.

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Year of publication:	2003
Authors:	Appleby, John A. D. ; Reynolds, David W.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 4, p. 335-343
Publisher:	Elsevier
Keywords:	Almost sure exponential asymptotic stability Ito-Volterra equations Stochastic integrodifferential equations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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