Related papers: Uniqueness for Volterra-type stochastic integral e…

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

We study the existence and uniqueness of solutions to stochastic differential equations with Volterra processes driven by L\'evy noise. For this purpose, we study in detail smoothness properties of these processes. Special attention is…

In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution…

In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong…

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 study a class of stochastic differential equations with non-Lipschitzian coefficients.A unique strong solution is obtained and a large deviation principle of Freidln-Wentzell type has been established.

We extend existence and uniqueness results of [4] for nonlinear integro-differential equations of Volterra type between real locally complete vector spaces

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…

In this paper, we study backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short). Under uniform Lipschitz assumptions, we establish an existence and uniqueness result.

Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H\"older continuous diffusion coefficients. Consequently, the existence of unique strong…

In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.

We analyze collocation methods for nonlinear homogeneous Volterra-Hammerstein integral equations with non-Lipschitz nonlinearity. We present different kinds of existence and uniqueness of nontrivial collocation solutions and we give…

In this paper, we study backward stochastic Volterra integral equations of type-I with time delayed generators. Under some condition (small time horizon or a Lipschitz constant), we derive an existence and uniqueness results. Next, with the…

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…

Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space $L^p$. The corresponding regularity is obtained by showing that the stochastic convolution…

In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…

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 examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…

We derive formulae for the calculation of Taylor coefficients of solutions to systems of Volterra integral equations, both linear and nonlinear, either without singularities or with singularities of Abel type and logarithmic type. We also…

In this paper, we investigate the abstract non-scalar Volterra difference equations. We employ the Poisson like transforms to connect the solutions of the abstract non-scalar Volterra integro-differential equations and the abstract…