On the Admissibility of Linear Stochastic Volterra Operators
Probability
2012-10-24 v1 Classical Analysis and ODEs
Abstract
Conditions guaranteeing convergence of linear stochastic Volterra operators are studied. Necessary and sufficient conditions for mean square convergence are established, while almost sure convergence of the linear operator is shown to imply mean square convergence. Sufficient conditions for almost sure convergence of the stochastic linear operator are established. The sharpness or necessity of these conditions is explored by means of examples.
Keywords
Cite
@article{arxiv.1210.6064,
title = {On the Admissibility of Linear Stochastic Volterra Operators},
author = {John A. D. Appleby and John A. Daniels and David W. Reynolds},
journal= {arXiv preprint arXiv:1210.6064},
year = {2012}
}
Comments
15 pages, 0 figures