Related papers: L\'evy-driven Volterra equations in space and time
We consider the inertial motion of a system constituted by a rigid body with an interior cavity entirely filled with a viscous incompressible fluid. Navier boundary conditions are imposed on the cavity surface. We prove the existence of…
We apply the probabilistic coupling approach to establish the spatial regularity of semigroups associated with L\'{e}vy type operators, by assuming that the martingale problem of L\'{e}vy type operators is well posed. In particular, we can…
We study the dynamics of predator-prey systems where prey are confined to a single region of space and where predators move randomly according to a power-law (L\'evy) dispersal kernel. Site fidelity, an important feature of animal…
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…
We prove strong existence and uniqueness, and H\"older regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an…
In this paper, we focus on solving the optimal control problem for integral stochastic Volterra equations in a finite dimensional setting. In our setting, the noise term is driven by a pure jump L\'evy noise and the control acts on the…
We extend known existence and uniqueness results of weak measure solutions for systems of non-local continuity equations beyond the usual Lipschitz regularity. Existence of weak measure solutions holds for uniformly continuous vector fields…
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…
In this work we address some questions concerning the Cauchy problem for a generalized nonlinear heat equations considering as functional framework the variable Lebesgue spaces $L^{p(\cdot)}(\mathbb{R}^n)$. More precisely, by mixing some…
This paper reviews results on the scalar Boltzmann equation for a single-component polyatomic gas with continuous internal energy. For the space homogeneous problem, $L^1$-theory is established, for solutions with initial strictly positive…
We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…
In this article, we study the well-posedness theory for solutions of the stochastic heat equations with logarithmic nonlinearity perturbed by multiplicative Levy noise. By using Aldous tightness criteria and Jakubowski version of the…
We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…
We provide sufficient conditions that guarantee the existence of relaxed optimal controls in the weak formulation of stochastic control problems for stochastic Volterra equations (SVEs). Our study can be applied to rough processes that…
The aim of this work is to present, in self-contained form, results concerning fundamental and the most important questions related to linear stochastic Volterra equations of convolution type. The paper is devoted to study the existence and…
In this work, we investigate entropy solutions for a class of systems of nonlocal {balance laws in which the convective flux and the source involves terms where the state variable convolved with kernels} in both spatial and temporal…
We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between…
We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…
In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential stability of the second moments for their solutions in…
In this paper, we prove some a priori stability estimates (in weighted Sobolev spaces) for the spatially homogeneous Boltzmann equation without angular cutoff (covering every physical collision kernels). These estimates are conditioned to…