Related papers: Systems described by Volterra type integral operat…
It is well-known that the controllability of finite-dimensional nonlinear systems can be established by showing the controllability of the linearized system. However, this classical result does not generalize to infinite-dimensional…
We introduce Coarse-Grained Nonlinear Dynamics, an efficient and universal parameterization of nonlinear system dynamics based on the Volterra series expansion. These models require a number of parameters only quasilinear in the system's…
We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither…
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…
We consider a four-parameter family of non-Volterra operators defined on the two-dimensional simplex and show that, with one exception, each such operator has a unique fixed point. Depending on the parameters, we establish the type of this…
True Volterra equations are inherently non stationary and therefore do not admit $\textit{genuine stationary regimes}$ over finite horizons. This motivates the study of the finite-time behavior of the solutions to scaled inhomogeneous…
In this paper the problems of integrable and linearizable Lotka-Volterra equations with $(\delta:-3 \delta:\delta)$-resonance are studied. The necessary conditions for both problems are obtained in the case when $\delta=1$ and it's…
In the given article the necessary and sufficient conditions of the existence of solutions of boundary value problem for the nonlinear system in the Hilbert spaces are obtained. Examples of such systems like a Lotka-Volterra are considered.…
We study a novel general class of multidimensional type-I backward stochastic Volterra integral equations. Toward this goal, we introduce an infinite dimensional system of standard backward SDEs and establish its well-posedness, and we show…
We determine the spectrum of the Voltterra-type integral operators $V_g$ on the growth type Fock--Sobolev spaces $\mathcal{F}_{\psi_m}^\infty$. We also characterized the bounded and compact spectral properties of the operators in terms of…
We consider the nonlinear Sturm-Liouville differential operator $F(u) = -u'' + f(u)$ for $u \in H^2_D([0, \pi])$, a Sobolev space of functions satisfying Dirichlet boundary conditions. For a generic nonlinearity $f: \RR \to \RR$ we show…
We consider an optimal control problem for a system governed by a Volterra integral equation with impulsive terms. The impulses act on both the state and the control; the control consists of switchings at discrete times. The cost functional…
We study stochastic volatility models in which the volatility process is a positive continuous function of a continuous Volterra stochastic process. We state some pathwise large deviation principles for the scaled log-price.
In this paper we provide a far-reaching generalization of the existent results about invariant subspaces of the differentiation operator $D=\frac{\partial}{\partial t}$ on $C^\infty(0,1)$ and the Volterra operator $Vf(t)=\int_0^tf(s)ds$, on…
This paper is concerned with a class of controlled singular Volterra integral equations, which could be used to describe problems involving memories. The well-known fractional order ordinary differential equations of the Riemann--Liouville…
The paper is devoted to hyperbolic (generally speaking, non-Lagrangian and nonlinear) partial differential systems possessing a full set of differential operators that map any function of one independent variable into a symmetry of the…
Lie and Q-conditional symmetries of the classical three-component diffusive Lotka - Volterra system in the case of one space variable are studied. The group-classification problems for finding Lie symmetries and Q-conditional symmetries of…
We study the generalized Volterra-type integral and composition operators acting on the classical Fock spaces. We first characterize various properties of the operators in terms of growth and integrability conditions which are simpler to…
In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…
In this paper, we study the well-posedness of integro-differential sweeping processes of Volterra type. Using new enhanced versions of Gronwall's inequality, a reparametrization technique, and a fixed point argument for history-dependent…