On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity

This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations with regularly varying nonlinearity close to their equilibrium. Sharp conditions are also established which preserve the asymptotic behaviour of the derivative of the underlying unperturbed equation. Finally, necessary and sufficient conditions are established which enable finite difference approximations to the derivative in the stochastic equation to preserve the asymptotic behaviour of the derivative of the unperturbed equation, even though the solution of the stochastic equation is nowhere differentiable, almost surely

On the exponential convergence to a limit of solutions of perturbed linear Volterra equations

We consider a system of perturbed Volterra integro-differential equations for which the solution approaches a nontrivial limit and the difference between the solution and its limit is integrable. Under the condition that the second moment of the kernel is integrable we show that the solution decays exponentially to its limit if and only if the kernel is exponentially integrable and the tail of the perturbation decays exponentially