Decay Rates of Solutions of Linear Stochastic Volterra Equations (original) (raw)

Some results on stochastic convolutions arising in Volterra equations perturbed by noise

Giuseppe Da Prato

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Almost sure subexponential decay rates of scalar Ito-Volterra equations

John Appleby

Proceedings of The 7'th Colloquium on the Qualitative Theory of Differential Equations (July 14--18, 2003, Szeged, Hungary) edited by: László Hatvani and Tibor Krisztin, 2003

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Non-exponential stability of scalar stochastic Volterra equations

David Reynolds, John Appleby

Statistics & Probability Letters, 2003

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A series approach to stochastic Volterra equations of convolution time

Anna Karczewska

arXiv: Probability, 2012

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Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations

John Appleby

Journal of Applied Mathematics and Stochastic Analysis, 2008

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A Series Approach to Perturbed Stochastic Volterra Equations of Convolution Type

Anna Karczewska

Advances in Pure Mathematics, 2015

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Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations

John Appleby

Electronic Journal of Probability, 2003

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Strong solutions to stochastic Volterra equations

Anna Karczewska

2005

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Almost sure Convergence of Solutions of Linear Stochastic Volterra Equations to Nonequilibrium Limits

John Appleby

Journal of Integral Equations and Applications, 2007

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Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

John Appleby

Stochastic Analysis and Applications, 2006

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Stochastic Volterra equations under perturbations

Anna Karczewska

Electronic Communications in Probability, 2014

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Almost Sure Stability of Linear Ito-Volterra Equations with Damped Stochastic Perturbations

John Appleby

Electronic Communications in Probability, 2002

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Large Deviations for Stochastic Volterra Equations

Carles Escofet

Bernoulli, 2000

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Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise

Boris Baeumer

Journal of Differential Equations, 2015

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Temporal and spatial regularity of solutions to stochastic Volterra equations of convolution type

Anna Karczewska

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A weak solution theory for stochastic Volterra equations of convolution type

Christa Cuchiero

The Annals of Applied Probability, 2021

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Regularity of solutions to stochastic Volterra equations of convolution type

Anna Karczewska

Integral Transforms and Special Functions, 2009

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Stochastic Volterra equations of nonscalar type

Anna Karczewska

2005

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Global Solutions to Stochastic Volterra Equations Driven by Lévy Noise

Erika Hausenblas

Fractional Calculus and Applied Analysis, 2018

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Properties of convolutions arising in stochastic Volterra equations

Anna Karczewska

2004

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Mild solutions and H\"older regularity for stochastic Volterra equations

Anna Karczewska

2005

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On Non-Exponential Lower Bounds on the Solutions of a Scalar Linear Itˆo-Volterra Equations

John Appleby

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On numerical solutions to stochastic Volterra equations

Anna Karczewska

2004

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Asymptotic stability analysis of a stochastic Volterra integro-differential equation with fading memory

Leonid Shaikhet

Dynamics of Continuous Discrete and Impulsive Systems Series B Applications and Algorithms, 2011

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Comparison of Stochastic Volterra Equations

Guillermo Ferreyra

Bernoulli, 2000

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Stochastic evolution equations with Volterra noise

B. Maslowski

Stochastic Processes and their Applications, 2017

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The Stochastic Volterra Equation

Bernt Oksendal

Barcelona Seminar on Stochastic Analysis, 1993

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On a Stochastic Integro-Differential Equation of Volterra Type

Chris Tsokos

SIAM Journal on Applied Mathematics, 1972

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On numerical solutions to stochastic Volterra equations 1

Anna Karczewska

2004

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Stochastic Volterra convolution with L\'evy process

Anna Karczewska

2004

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Growth and fluctuation in perturbed nonlinear Volterra equations

John Appleby

Appl. Math. Comput., 2021

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