Related papers: L\'evy-driven Volterra equations in space and time
In this work, the z-transform is presented to analyze time-discrete solutions for Volterra integrodifferential equations (VIDEs) with nonsmooth multi-term kernels in the Hilbert space, and this class of continuous problem was first…
This paper studies the mean-field backward stochastic Volterra integral equations (mean-field BSVIEs) and associated particle systems. We establish the existence and uniqueness of solutions to mean-field BSVIEs when the generator $g$ is of…
In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a L\'evy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying…
We consider the model equation arising in the theory of viscoelasticity $$\partial_{tt} u-h_t(0)\Delta u -\int_{0}^\infty h_t'(s)\Delta u(t-s)d s+ f(u) = g.$$ Here, the main feature is that the memory kernel $h_t(\cdot)$ depends on time,…
An integral invariant model derived from the coupling of the transport equation and its adjoint equation is investigated.Despite extensive research on the numerical implementation of this model,no studies have yet explored the…
This article considers a class of Lotka-Volterra systems with multiple nonlinear cross-diffusion, commonly known as prey-taxis models. The existence and stability of classic solutions for such systems with spatially homogeneous sources and…
We establish existence and uniqueness for infinite dimensional Riccati equations taking values in the Banach space L 1 ($\mu$ $\otimes$ $\mu$) for certain signed matrix measures $\mu$ which are not necessarily finite. Such equations can be…
This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…
The sufficient conditions are obtained for existence of the main solution of the nonlinear Volterra integral equation of the second kind on the semi-axis and on a finite interval. The method for computation of this boundary interval is…
We study solutions of the Volterra lattice satisfying the stationary equation for its non-autonomous symmetry. It is shown that the dynamics in $t$ and $n$ are governed by the continuous and discrete Painlev\'e equations, respectively. The…
We investigate the scattering features of a non-Hermitian rectangular potential within the framework of space-fractional quantum mechanics. Using the Riesz fractional derivative, we analytically derive locus equations for spectral…
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
In this paper, we obtain conditions of Noetherian solvability and the Index formula for a singular integral equation with a Cauchy kernel and a Carleman shift in Besov space, which is embedded into the space of continuous functions on a…
We study a semilinear differential-algebraic equation (DAE) with the focus on the Lagrange stability (instability). The conditions for the existence and uniqueness of global solutions (a solution exists on an infinite interval) of the…
In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…
We show the existence and uniqueness of a continuous solution to a path-dependent volatility model introduced by Guyon and Lekeufack (2023) to model the price of an equity index and its spot volatility. The considered model for the trend…
In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…
We consider the solution $\{u(t,x);t\geq0,x\in\mathbf{R}\}$ of a system of $d$ linear stochastic wave equations driven by a $d$-dimensional symmetric space-time L\'{e}vy noise. We provide a necessary and sufficient condition on the…
By means of two fractional order integral inequalities we investigate the existence and uniqueness of the solutions of the fractional nonlinear Volterra integral equation and a fractional nonlinear integrodifferential equation in Banach…