STOCHASTIC VOLTERRA EQUATIONS IN WEIGHTED SPACES

被引：4

作者：

Appleby, John A. D. ^{[1
]}

Riedle, Markus ^{[2
]}

机构：

[1] Dublin City Univ, Edgeworth Ctr Financial Math, Sch Math Sci, Dublin 9, Ireland

[2] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England

来源：

JOURNAL OF INTEGRAL EQUATIONS AND APPLICATIONS | 2010年 / 22卷 / 01期

关键词：

Volterra integral equations; Volterra integro-differential equations; stochastic functional differential equations; Ito-Volterra equations; stochastic Volterra equations; almost sure asymptotic stability; exponential asymptotic stability; weight function; submultiplicative weight function; weighted spaces; L-p-spaces; ASYMPTOTIC STABILITY; INTEGRODIFFERENTIAL EQUATIONS; SYSTEMS; THEOREM;

D O I：

10.1216/JIE-2010-22-1-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the following paper, we provide a stochastic analogue to work of Shea and Wainger by showing that when the measure and state-independent diffusion coefficient of a linear Ito-Volterra equation are in appropriate L-p-weighted spaces, the solution lies in a weighted L-p-space in both an almost sure and moment sense.

引用

页码：1 / 17

页数：17

共 33 条

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