𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Non-exponential stability of scalar stochastic Volterra equations

✍ 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.

✦ 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 tβ†’βˆž k(t -s)=k(t) = 1, for s ΒΏ 0. Then

= ∞ a:e: on A for nontrivial solutions satisfying lim tβ†’βˆž X (t) = 0 on A, a set of positive probability.


πŸ“œ SIMILAR VOLUMES


Fixed points and exponential stability f
✍ Jiaowan Luo πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 270 KB

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].

Mean square exponential stability of imp
✍ Zhiguo Yang; Daoyi Xu πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 205 KB

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