Related papers: L\'evy-driven Volterra equations in space and time

We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…

Backward stochastic differential equations (BSDEs) belong nowadays to the most frequently studied equations in stochastic analysis and computational stochastics. In this paper we prove that Picard iterations of BSDEs with globally Lipschitz…

The problem of obtaining necessary and sufficient conditions for local existence of non-negative solutions in Lebesgue spaces for semilinear heat equations having monotonically increasing source term $f$ has only recently been resolved…

We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statistics whose (asymptotic) distribution depends on moments of…

In this article, we establish necessary and sufficient viability conditions for continuity inclusions over the 1-Wasserstein space. Depending on the regularity properties of the dynamics, we derive two results which are based on fairly…

For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…

In this paper, we study a class of backward stochastic Volterra integral equations driven by Teugels martingales associated with an independent L\'{e}vy process and an independent Brownian motion (BSVIELs). We prove the existence and…

We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be…

In this article, we initiate the study of the Cauchy problem for the two-dimensional relativistic Euler equations in a low-regularity setting. By introducing good variables--a rescaled velocity, logarithmic enthalpy, and an appropriately…

We consider the spatially inhomogeneous non-cutoff Boltzmann equation with moderately soft potentials and any singularity parameter $s\in (0,1)$, i.e. with $\gamma+2s\in(0,2]$ on the whole space $\mathbb{R}^3$. We prove that if the initial…

Semilinear stochastic evolution equations with L\'evy noise and monotone nonlinear drift are considered. The existence and uniqueness of the mild solutions in $L^p$ for these equations is proved and a sufficient condition for exponential…

Many physical systems are inherently time-varying in nature. When these systems are linearized around a trajectory, generally, the resulting system is Linear Time-Varying (LTV). LTV systems describe an important class of linear systems and…

We consider the incompressible Euler equations in the half cylinder $ \mathbb{R}_{>0}\times\mathbb{T}$. In this domain, any vorticity which is independent of $x_2$ defines a stationary solution. We prove that such a stationary solution is…

Motivated by infinite-dimensional ecological and biological models such as reaction-diffusion SPDEs and stochastic functional differential equations, we develop a general criteria for stochastic persistence (coexistence) in terms of an…

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…

We study the blow-up question for the diffusion equation involving a nonlocal derivative in time defined by convolution with a nonnegative and nonincreasing kernel, and a nonlocal operator in space driven by a nonnegative radial L\'evy…

We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…

Volterra's integral equations with local and nonlocal loads represent the novel class of integral equations that have attracted considerable attention in recent years. These equations are a generalisation of the classic Volterra integral…

We describe a technique for solving the combined collisionless Boltzmann and Poisson equations in a discretised, or lattice, phase space. The time and the positions and velocities of `particles' take on integer values, and the forces are…

L\'evy ratchets are minimal models of fluctuation-driven transport in the presence of L\'evy noise and periodic external potentials with broken spatial symmetry. In these systems, a net ratchet current can appear even in the absence of time…