Related papers: Convolution type stochastic Volterra equations
Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial…
In this article, we investigate the method of upper and lower solutions for Volterra integral equation of the first kind on arbitrary time scale $\mathbb{T}$. We establish some existence results in a certain sector. Moreover, monotone…
In this paper, we introduce a new class of convolution-type inequalities in variable exponent Lebesgue spaces and derive several related estimates, including the \(L^{r(\cdot)}\)--\(L^{p(\cdot)}\) smoothing estimate for the fractional heat…
We derive formulae for the calculation of Taylor coefficients of solutions to systems of Volterra integral equations, both linear and nonlinear, either without singularities or with singularities of Abel type and logarithmic type. We also…
This review summarizes all known results (up to this date) about methods of integration of the classical Lotka-Volterra systems with diffusion and presents a wide range of exact solutions, which are the most important from applicability…
We consider two types of the time-dependent Ginzburg-Landau equation in 2D bounded domains: the heat-flow equation and the Schroedinger equation. The system of ordinary differential equations is obtained that describes the evolution of the…
The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…
Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…
This paper is concerned with the evolution dynamics of local times of a spectrally positive stable process in the spatial direction. The main results state that conditioned on the finiteness of the first time at which the local time at zero…
We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…
It is necessary to use more general models than the classical Fourier heat conduction law to describe small-scale thermal conductivity processes. The effects of heat flow memory and heat capacity memory (internal energy) in solids are…
In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…
We define a class of functions which have a known decay rate coupled with a periodic fluctuation. We identify conditions on the kernel of a linear summation convolution Volterra equation which give the equivalence of the kernel lying in…
In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order…
We consider linear scalar wave equations with a hereditary integral term of the kind used to model viscoelastic solids. The kernel in this Volterra integral is a sum of decaying exponentials (The so-called Maxwell, or Zener model) and this…
The present paper is devoted to the numerical approximation of an abstract stochastic nonlinear evolution equation in a separable Hilbert space {$\mathrm{H}$}. Examples of equations which fall into our framework include the GOY and Sabra…
The purpose of this paper is to study the evolution of moving interacting particles on the mesoscopic scale. We will introduce an uncertainty principle and a new priori bound for the evolution of particles subject to a general mesoscopic…
Motivated by the potential applications to the fractional Brownianmotion, we study Volterra stochasticdifferential of the form~:\begin{equation}X\_t = x+ \int\_0^tK(t,s)b(s,X\_s)ds + \int\_0^tK(t,s) \sigma(s,X\_s)\,dB\_s ,\tag{E}…
In the last years it has been shown that Lotka-Volterra mappings constitute a valuable tool from both the theoretical and the applied points of view, with developments in very diverse fields such as Physics, Population Dynamics, Chemistry…