In this paper we study a stochastic Volterra-Levin equation. By using fixed point theory, we give some conditions for ensuring that this equation is exponentially stable in mean square and is also almost surely exponentially stable. Our result generalizes and improves on the results in [14,1,30].
Non-exponential stability of scalar stochastic Volterra equations
β Scribed by John A.D. Appleby; David W. Reynolds
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 227 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
β¦ Synopsis
We study convergence rates to zero of solutions of the scalar equation
where f, g, h are globally Lipschitz, xg(x) ΒΏ 0 for nonzero x, and k is continuous, integrable, positive and lim tββ k(t -s)=k(t) = 1, for s ΒΏ 0. Then
= β a:e: on A for nontrivial solutions satisfying lim tββ X (t) = 0 on A, a set of positive probability.
π SIMILAR VOLUMES
This article proposes a method to deal with the mean square exponential stability of impulsive stochastic difference equations. By establishing a difference inequality, we obtain some sufficient conditions ensuring the exponential stability, in mean square, of systems under consideration. The result