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Almost Sure Stability of Linear Ito-Volterra Equations with Damped Stochastic Perturbations
stochastic functional-dierential equations Ito-Volterra equations uniform asymptotic stability pathwise stability simulated annealing
2009/4/29
In this paper we study the a.s. convergence of all solutions of the It^{o}-Volterra equation [ dX(t) = (AX(t) + int_{0}^{t} K(t-s)X(s),ds),dt + Sigma(t),dW(t) ] to zero. $A$ is a constant $dtimes d$ m...
A note on ergodic transformations of self-similar Volterra Gaussian processes
Gaussian process deterministic kernel Brownian motion
2009/3/27
We derive a class of ergodic transformation of self-similar Gaussian processes that are Volterra, i.e. of type X_t = int^t_0 z_X(t,s)dW_s, t in [0,infty), where z_X is a deterministic kernel and W is ...
A note on ergodic transformations of self-similar Volterra Gaussian processes
note ergodic transformation Gaussian processes
2009/3/23
We derive a class of ergodic transformation of self-similar Gaussian processes that are Volterra, i.e. of type X_t = int^t_0 z_X(t,s)dW_s, t in [0,infty), where z_X is a deterministic kernel and W is ...