Related papers: Convolution type stochastic Volterra equations
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
We consider rough stochastic volatility models where the variance process satisfies a stochastic Volterra equation with the fractional kernel, as in the rough Bergomi and the rough Heston model. In particular, the variance process is…
A phenomenological model for the dissipation of scalar fluctuations due to the straining by the fluid motion is proposed in this letter. An explicit equation is obtained for the time evolution of the probability distribution function of a…
In this paper, we consider a general class of stochastic Volterra equations with small noise. Our aim is to study the fluctuation of the solution around its deterministic limit. We use the techniques of Malliavin calculus to show that the…
The paper deals with homogenization and higher order approximations of solutions to nonlocal evolution equations of convolution type whose coefficients are periodic in the spatial variables and random stationary in time. We assume that the…
We investigate the well-posedness and solution regularity of an evolution equation with non-positive type variable-exponent memory, which describes multiscale viscoelasticity in materials with memory. The perturbation method is applied for…
The relativistic extension of the classic stellar structure equations is investigated. It is pointed out that the Tolman-Oppenheimer-Volkov (TOV) equation with the gradient equation for local gravitational mass can be made complete as a…
In this short note we reconsider the integrable case of the Hamiltonian N-species Volterra system, as it has been introduced by Vito Volterra in 1937. In the first part, we discuss the corresponding conserved quantities, and comment about…
The present paper is devoted to the study of semi-linear Beltrami equations which are closely relevant to the corresponding semi-linear Poisson type equations of mathematical physics on the plane in anisotropic and inhomogeneous media. In…
In this paper, we prove the well-posedness and op- timal trajectory regularity for the solution of stochastic evolution equations driven by general multiplicative noises in martingale type 2 Banach spaces. The main idea of our method is to…
Stochastic differential equations for processes with values in Hilbert spaces are now largely used in the quantum theory of open systems. In this work we present a class of such equations and discuss their main properties; moreover, we…
In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
We develop a covariant formalism to study nonlinear perturbations of dissipative and interacting relativistic fluids. We derive nonlinear evolution equations for various covectors defined as linear combinations of the spatial gradients of…
The subject matter of this paper concerns anisotropic diffusion equations: we consider heat equations whose diffusion matrix have disparate eigenvalues. We determine first and second order approximations, we study the well-posedness of them…
The first-order general relativistic theory of a generic dissipative (heat-conducting, viscous, particle-creating) fluid is rediscussed from a unified covariant frame-independent point of view. By generalizing some previous works in the…
We study the space of tempered ultradistributions whose convolutions with test functions are all contained in a given translation-modulation invariant Banach space of ultradistributions. Our main result will be the first structural theorem…
We establish new weak existence results for $d$-dimensional Stochastic Volterra Equations (SVEs) with continuous coefficients and possibly singular one-dimensional non-convolution kernels. These results are obtained by introducing an…
This paper investigates the limit distribution of discretization errors in stochastic Volterra equations (SVEs) with general multidimensional kernel structures. While prior studies, such as Fukasawa and Ugai (2023), were focused on…
For a class of evolution equations that possibly have only local solutions, we introduce a stochastic component that ensures that the solutions of the corresponding stochastically perturbed equations are global. The class of partial…
In this article, we study the ergodicity of neutral retarded stochastic functional differential equations driven by $\alpha$-regular Volterra process. Based on the equivalence between neutral retarded stochastic functional differential…