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Decay Rates of Solutions of Linear Stochastic Volterra Equations

   
@article{EJP507,
	author = {David Reynolds and John Appleby},
	title = {Decay Rates of Solutions of Linear Stochastic Volterra  Equations},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {13},
	year = {2008},
	keywords = {almost sure exponential asymptotic stability, Liapunov exponent, subexponential distribution, subexponential function,  Volterra equations, Ito-Volterra equations},
	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.},
	pages = {no. 30, 922-943},
	issn = {1083-6489},
	doi = {10.1214/EJP.v13-507},    
        url = {http://ejp.ejpecp.org/article/view/507}}