Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations

John A. D. Appleby, Siobhán Devin and David W. Reynolds

International Journal of Stochastic Analysis, 2008, vol. 2008, 1-27

Abstract:

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 ð ‘ th mean sense is obtained.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:473156

DOI: 10.1155/2008/473156

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