References

1. Anh, V.; Inoue, A. Financial markets with memory. I. Dynamic models. Stoch. Anal. Appl. 23 (2005), no. 2, 275--300. MR2130350 (2006b:91060)
2. Anh, V.; Inoue, A.; Kasahara, Y. Financial markets with memory. II. Innovation processes and expected utility maximization. Stoch. Anal. Appl. 23 (2005), no. 2, 301--328. MR2130351 (2006b:91061)
3. Appleby, John A. D. $p$th mean integrability and almost sure asymptotic stability of solutions of Itô-Volterra equations. J. Integral Equations Appl. 15 (2003), no. 4, 321--341. MR2058807 (2004m:60123)
4. Appleby, John A. D. Almost sure subexponential decay rates of scalar Itô-Volterra equations. Proceedings of the 7th Colloquium on the Qualitative Theory of Differential Equations, No. 1, 32 pp. (electronic), Proc. Colloq. Qual. Theory Differ. Equ., 7, Electron. J. Qual. Theory Differ. Equ., Szeged, 2004. MR2170469 (2006j:60068)
5. Appleby, John A. D.; Reynolds, David W. Subexponential solutions of linear integro-differential equations and transient renewal equations. Proc. Roy. Soc. Edinburgh Sect. A 132 (2002), no. 3, 521--543. MR1912414 (2003d:34159)
6. Appleby, John A. D.; Reynolds, David W. Non-exponential stability of scalar stochastic Volterra equations. Statist. Probab. Lett. 62 (2003), no. 4, 335--343. MR1973308 (2004c:60171)
7. Appleby, John A. D.; Györi, István; Reynolds, David W. On exact rates of decay of solutions of linear systems of Volterra equations with delay. J. Math. Anal. Appl. 320 (2006), no. 1, 56--77. MR2230457 (2007a:45001)
8. Berger, Marc A.; Mizel, Victor J. Volterra equations with Itô integrals. I. J. Integral Equations 2 (1980), no. 3, 187--245. MR0581430 (82e:60100a)
9. Caraballo, T.; Chueshov, I. D.; Marín-Rubio, P.; Real, J. Existence and asymptotic behaviour for stochastic heat equations with multiplicative noise in materials with memory. Discrete Contin. Dyn. Syst. 18 (2007), no. 2-3, 253--270. MR2291898 (2008a:35300)
10. Cistjakov, V. P. A theorem on sums of independent positive random variables and its applications to branching random processes.(Russian) Teor. Verojatnost. i Primenen 9 1964 710--718. MR0170394 (30 #632)
11. Chover, J.; Ney, P.; Wainger, S. Functions of probability measures. J. Analyse Math. 26 (1973), 255--302. MR0348393 (50 #891)
12. Drozdov, A. D.; Kolmanovskiui, V. B. Stochastic stability of viscoelastic bars. Stochastic Anal. Appl. 10 (1992), no. 3, 265--276. MR1166788 (93a:73032)
13. Gripenberg, G.; Londen, S.-O.; Staffans, O. Volterra integral and functional equations.Encyclopedia of Mathematics and its Applications, 34. Cambridge University Press, Cambridge, 1990. xxii+701 pp. ISBN: 0-521-37289-5 MR1050319 (91c:45003)
14. Grossman, S. I.; Miller, R. K. Nonlinear Volterra integrodifferential systems with $Lsp{1}$-kernels. J. Differential Equations 13 (1973), 551--566. MR0348417 (50 #915)
15. Karatzas, Ioannis; Shreve, Steven E. Brownian motion and stochastic calculus.Second edition.Graduate Texts in Mathematics, 113. Springer-Verlag, New York, 1991. xxiv+470 pp. ISBN: 0-387-97655-8 MR1121940 (92h:60127)
16. Kordonis, I.-G. E.; Philos, Ch. G. The behavior of solutions of linear integro-differential equations with unbounded delay. Comput. Math. Appl. 38 (1999), no. 2, 45--50. MR1698917 (2000c:34196)
17. Mao, Xuerong. Exponential stability of stochastic differential equations.Monographs and Textbooks in Pure and Applied Mathematics, 182. Marcel Dekker, Inc., New York, 1994. xii+307 pp. ISBN: 0-8247-9080-4 MR1275834 (95k:60153)
18. Mao, Xuerong. Stability of stochastic integro-differential equations. Stochastic Anal. Appl. 18 (2000), no. 6, 1005--1017. MR1794076 (2002b:60102)
19. Mao, X.; Riedle, M. Mean square stability of stochastic Volterra integro-differential equations. Systems Control Lett. 55 (2006), no. 6, 459--465. MR2216754 (2007e:34144)