Related papers: Convolution type stochastic Volterra equations
Volterra's integral equations with local and nonlocal loads represent the novel class of integral equations that have attracted considerable attention in recent years. These equations are a generalisation of the classic Volterra integral…
These notes build an introduction to Convolution Quadrature techniques applied to linear convolutions and convolution equations with a bias to problems related to wave propagation. The notes are self-contained and emphasize algorithmic…
This study investigates the existence and uniqueness of solutions to Volterra integral equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-dimensional, and the collocation method is employed to…
In the paper we study some numerical solutions to Volterra equations which interpolate heat and wave equations. We present a scheme for construction of approximate numerical solutions for one and two spatial dimensions. Some solutions to…
In this work we study the space of derivations of non-degenerate evolution algebras. We improve some results obtained recently in the literature and, as a consequence, we advance in the description of the derivations for $n$-dimensional…
The Volterra integral equations of the first kind with piecewise smooth kernel are considered. Such equations appear in the theory of optimal control of the evolving systems. The existence theorems are proved. The method for constructing…
The Volterra square-root process on $\mathbb{R}_+^m$ is an affine Volterra process with continuous sample paths. Under a suitable integrability condition on the resolvent of the second kind associated with the Volterra convolution kernel,…
The paper extends well-posedness results of a previously explored class of time-shift invariant evolutionary problems to the case of non-autonomous media. The Hilbert space setting developed for the time-shift invariant case can be utilized…
This paper contains a study on stochastic Volterra integral equations with fuzzy sets-values and involving on a constant retardation. Moreover, the form of the equation is symmetric in the sense that fuzzy stochastic integrals are placed on…
Here we study a new kind of linear integral equations for a relativistic quantum-mechanical two-particle wave function $\psi(x_1,x_2)$, where $x_1,x_2$ are spacetime points. In the case of retarded interaction, these integral equations are…
In this paper, we are interested in comparing solutions to stochastic Volterra equations for the convex order on the space of continuous $\R^d$-valued paths and for the monotonic convex order when $d=1$. Even if in general these solutions…
In this paper, we introduce Volterra evolution algebras which are evolution algebras whose structural matrices are described by skew symmetric matrices. A main result of the present paper gives a connection between such kind of algebras…
Variable-exponent fractional models attract increasing attentions in various applications, while the rigorous analysis is far from well developed. This work provides general tools to address these models. Specifically, we first develop a…
In this paper we give a survey of results on various analytical aspects of time fractional diffusion equations. We describe the approach via abstract Volterra equations and collect results on strong solutions in the $L_p$ sense. We further…
In this paper we are interested in the numerical approximation of the marginal distributions of the Hilbert space valued solution of a stochastic Volterra equation driven by an additive Gaussian noise. This equation can be written in the…
In this paper we characterise the Lp stability of perturbed linear Volterra integrodifferential convolution equations. Additionally we provide a framework which points to necessary and sufficient conditions on the forcing function that…
We study uniqueness for a class of Volterra-type stochastic integral equations. We focus on the case of non-Lipschitz noise coefficients. The connection of these equations to certain degenerate stochastic partial differential equations…
In the present paper the smoothness loss of a continuation of solutions to convolution equations is studied. Also examples for some kinds of convolvers are given.
In the present paper, a Nystrom-type method for second kind Volterra integral equations is introduced and studied. The method makes use of generalized Bernstein polynomials, defined for continuous functions and based on equally spaced…
Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…