Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations
Joint Authors
Reynolds, David W.
Appleby, John A. D.
Devin, Siobhán
Source
Journal of Applied Mathematics and Stochastic Analysis
Issue
Vol. 2008, Issue 2008 (31 Dec. 2008), pp.1-27, 27 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2008-10-08
Country of Publication
Egypt
No. of Pages
27
Main Subjects
Abstract EN
This paper considers necessary and sufficient conditions for the solution of a stochastically and deterministically perturbed Volterra equation to converge exponentially to a nonequilibrium and nontrivial limit.
Convergence in an almost sure and pth mean sense is obtained.
American Psychological Association (APA)
Appleby, John A. D.& Devin, Siobhán& Reynolds, David W.. 2008. Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations. Journal of Applied Mathematics and Stochastic Analysis،Vol. 2008, no. 2008, pp.1-27.
https://search.emarefa.net/detail/BIM-474297
Modern Language Association (MLA)
Appleby, John A. D.…[et al.]. Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations. Journal of Applied Mathematics and Stochastic Analysis No. 2008 (2008), pp.1-27.
https://search.emarefa.net/detail/BIM-474297
American Medical Association (AMA)
Appleby, John A. D.& Devin, Siobhán& Reynolds, David W.. Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations. Journal of Applied Mathematics and Stochastic Analysis. 2008. Vol. 2008, no. 2008, pp.1-27.
https://search.emarefa.net/detail/BIM-474297
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-474297
