狭义随机Volterra积分方程解的几乎确定渐近估值

Almost surely asymptotic estimates of solution to stochastic Volterra integral equation in the narrow sense

研究了狭义随机Volterra积分方程,并利用推广的It公式给出了其解的几乎确定渐近估值,得到了解的样本Lyapunov指数的估计,并说明此结果是对随机微分方程的严格推广.最后考虑了一种特殊情形,进一步验证了几乎确定渐近估值的可行性.

Focusing on the almost surely asymptotic estimates,this paper uses generalized It＇s formula to study the stochastic Volterra integral equation in the narrow sense.Further,the sample Lyapunov exponent is obtained,which is a strict extension of the stochastic differential equation.Finally,a special case of equation are used to demonstrate the feasibility of the almost surely asymptotic estimates of solution to stochastic Volterra integral equation.