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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...
On a role of predictor in the filtering stability
nonlinear filtering stability martingale convergence
2009/4/22
When is a nonlinear filter stable with respect to its initial condition? In spite of the recent progress, this question still lacks a complete answer in general. Currently available results indicate t...