Related papers: Solution to the Volterra Matrix Equation of the 1s…
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 sufficient conditions for existence and uniqueness of continuous solutions of the Volterra operator equations of the first kind with piecewise continuous kernel are derived. The asymptotic approximation of the parametric family of…
The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…
We propose the numerical methods for solution of the weakly regular linear and nonlinear evolutionary (Volterra) integral equation of the first kind. The kernels of such equations have jump discontinuities along the continuous curves…
This study aims to discuss the existence and uniqueness of solution of fuzzy Volterra integral equation with piecewise continuous kernel. Such problems appears in many balance problems for hereditary dynamic systems, e.g. in electric load…
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…
Sufficient conditions for existence and uniqueness of the solution of the Volterra integral equations of the first kind with piecewise continuous kernels are derived in framework of Sobolev-Schwartz distribution theory. The asymptotic…
This paper studies existence and uniqueness of solutions to generalized Volterra integral equations. Since our proof for existence and uniqueness does not make use of Banach fixed point theorem unlike the previous papers focused on this…
The numerical method for solution of the weakly regular scalar Volterra integral equation of the 1st kind is proposed. The kernels of such equations have jump discontinuities on the continuous curves which starts at the origin. The…
The paper focuses on solving one class of Volterra equations of the first kind, which is characterized by the variability of all integration limits. These equations were introduced in connection with the problem of identifying nonsymmetric…
Some results about existence, uniqueness, and attractive behaviour of solutions for nonlinear Volterra integral equations with non-convolution kernels are presented in this paper. These results are based on similar ones about nonlinear…
We study the class of continuous polynomial Volterra processes, which we define as solutions to stochastic Volterra equations driven by a continuous semimartingale with affine drift and quadratic diffusion matrix in the state of the…
The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…
In this work, we establish a comparison principle for stochastic Volterra equations with respect to the initial condition and the drift $b$ applicable to a wide class of Volterra kernels and input curves $g$ that may be singular at zero.…
The Volterra signature extends the classical path signature by incorporating general matrix-valued kernel into its iterated integral structure, yielding a flexible notion of memory for time series. Its components can be viewed as successive…
The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the…
In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the…
We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…
This work aims to bridge the gap between pure and applied research on scalar, linear Volterra equations by examining five major classes: integral and integro-differential equations with completely monotone kernels, such as linear…
In this paper we propose new sufficient conditions for stability of solutions of systems of Volterra linear integral equations and systems of linear integro-differential Volterra equations. Solution stability conditions for systems of…