On the Positivity and Zero Crossings of Solutions of Stochastic Volterra Integrodifferential Equations

We consider the zero crossings and positive solutions of scalar nonlinear stochastic Volterra integrodifferential equations of Itô type. In the equations considered, the diffusion coefficient is linear and depends on the current state, and the drift term is a convolution integral which is in some se...

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Bibliographic Details
Main Author: John A. D. Appleby
Format: Article
Language:English
Published: Wiley 2010-01-01
Series:International Journal of Differential Equations
Online Access:http://dx.doi.org/10.1155/2010/508217
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