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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…

Probability · Mathematics 2007-05-23 L. Decreusefond

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…

Probability · Mathematics 2024-10-22 Marek T. Malinowski

Finding the solutions of nonlinear operator equations has been a subject of research for decades but has recently attracted much attention. This paper studies the convergence of a newly introduced viscosity implicit iterative algorithm to a…

Functional Analysis · Mathematics 2020-07-20 Mathew O. Aibinu , Surendra C. Thakur , Sibusiso Moyo

This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of…

Numerical Analysis · Mathematics 2024-09-02 Prit Pritam Paikaray , Sanghamitra Beuria , Nigam Chandra Parida

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…

Numerical Analysis · Mathematics 2021-12-23 Yongseok Jang , Simon Shaw

In this article, we conduct a study of integral operators defined in terms of non-convolution type kernels with singularities of various degrees. The operators that fall within our scope of research include fractional integrals, fractional…

Functional Analysis · Mathematics 2018-01-16 Lucas Chaffee , Jarod Hart , Lucas Oliveira

In this article, a continuous analogue of strictly non-Volterra quadratic dynamical systems with continuous time and points of equilibrium is investigated, a phase portrait of the system is constructed, numerical solutions are found, and a…

Dynamical Systems · Mathematics 2023-06-22 Rasulov Xaydar Raupovich

In this paper, the notion of singular backward stochastic Volterra integral equations (singular BSVIEs for short) in infinite dimensional space is introduced, and the corresponding well-posedness is carefully established. A class of…

Optimization and Control · Mathematics 2023-12-08 Tianxiao Wang , Mengliang Zheng

Nonlinear Sobolev-Burgers PDEs are considered. Their solutions are investigated. A technique of noncommutative line integration is utilized for their description. A new method of PDEs solution with the help of Cayley-Dickson algebras is…

Analysis of PDEs · Mathematics 2018-12-16 S. V. Ludkowski

In this paper, the multipoint Cauchy problem for nonlocal nonlinear wave type equat{\i}ons are studied.The equation involves a convolution integral operator with a general kernel function whose Fourier transform is nonnegative. We establish…

Analysis of PDEs · Mathematics 2019-03-06 Veli Shakhmurov , Rishad Shahmurov

Resolvent compositions were recently introduced as monotonicity-preserving operations that combine a set-valued monotone operator and a bounded linear operator. They generalize in particular the notion of a resolvent average. We analyze the…

Functional Analysis · Mathematics 2026-01-30 Diego J. Cornejo

In the present paper, we consider the solvability of positive solutions of nonlinear integral equations by means of investigating non-linear Markov operators. To solve the problem we find necessary and sufficient condition for the…

Functional Analysis · Mathematics 2018-06-12 Farrukh Mukhamedov , Otabek Khakimov , Ahmad Fadillah Embong

The initial value problem for an evolution equation of type $v' + Av + BKv = f$ is studied, where $A:V_A \to V_A'$ is a monotone, coercive operator and where $B:V_B \to V_B'$ induces an inner product. The Banach space $V_A$ is not required…

Analysis of PDEs · Mathematics 2018-06-19 André Eikmeier , Etienne Emmrich , Hans-Christian Kreusler

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…

Rings and Algebras · Mathematics 2019-04-24 Izzat Qaralleh , Farrukh Mukhamedov

While monotone operator theory is often studied on Hilbert spaces, many interesting problems in machine learning and optimization arise naturally in finite-dimensional vector spaces endowed with non-Euclidean norms, such as…

Optimization and Control · Mathematics 2025-08-26 Alexander Davydov , Saber Jafarpour , Anton V. Proskurnikov , Francesco Bullo

Nonlinear response functions, formulated as multipoint correlation functions or Volterra kernels, encode the dynamical and spectroscopic properties of physical systems and underpin a wide range of nonlinear transport and optical phenomena.…

Strongly Correlated Electrons · Physics 2026-03-24 Atsushi Ono

Providing flexibility and user-interpretability in nonlinear system identification can be achieved by means of block-oriented methods. One of such block-oriented system structures is the parallel Wiener-Hammerstein system, which is a sum of…

Numerical Analysis · Computer Science 2016-09-27 Philippe Dreesen , David Westwick , Johan Schoukens , Mariya Ishteva

We study linear backward stochastic Volterra integral equations (BSVIEs) on the infinite time horizon. By introducing weighted function spaces with exponential decay, we establish existence and uniqueness of adapted M-solutions. We…

Probability · Mathematics 2026-03-17 Samia Yakhlef , Hilel Ardjan

In this paper, we present a method to identify integrable complex nonlinear oscillator systems and construct their solutions. For this purpose, we introduce two types of nonlocal transformations which relate specific classes of nonlinear…

Exactly Solvable and Integrable Systems · Physics 2013-09-13 R. Mohanasubha , Jane H. Sheeba , V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

The noncommutative analogues of the nonisospectral Toda and Lotka-Volterra lattices are proposed and studied by performing nonisopectral deformations on the matrix orthogonal polynomials and matrix symmetric orthogonal polynomials without…

Exactly Solvable and Integrable Systems · Physics 2024-07-18 Anhui Yan , Chunxia Li