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Almost surely asymptotic estimates of solutions to the stochastic Volterra integral equation in the narrow sense. (Chinese. English summary) Zbl 1249.45026

Summary: Focusing on the almost sure asymptotic estimates, this paper uses a generalized Itô’s formula to study the stochastic Volterra integral equation in the narrow sense. Furthermore, the sample Lyapunov exponent is obtained, which is a strict extension of the stochastic differential equation. Finally, a special case of equation is used to demonstrate the feasibility of the almost asymptotic estimates of solutions to the stochastic Volterra integral equation.

MSC:

45R05 Random integral equations
60H20 Stochastic integral equations
45D05 Volterra integral equations
45M05 Asymptotics of solutions to integral equations
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