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Related papers: Inhomogeneous affine Volterra processes

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We demonstrate the existence in the sense of sequences of solutions for some integro-differential type problems involving the drift term and the square of the Laplace operator, on the whole real line or on a finite interval with periodic…

Analysis of PDEs · Mathematics 2025-09-16 Vitali Vougalter

In this paper we analyze recent work \cite{Hone1} by Hone, Roberts and Vanhaecke, where the so-called Volterra map was introduced via the Lax equation that looks similar to the Lax representation for the Mumford's system \cite{Vanhaecke}.…

Exactly Solvable and Integrable Systems · Physics 2025-02-12 Andrei K. Svinin

We consider so-called regular invertible Gaussian Volterra processes and derive a formula for their prediction laws. Examples of such processes include the fractional Brownian motions and the mixed fractional Brownian motions. As an…

Mathematical Finance · Quantitative Finance 2017-08-11 Tommi Sottinen , Lauri Viitasaari

Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and…

Mathematical Finance · Quantitative Finance 2018-02-07 Philipp Harms , David Stefanovits

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…

Probability · Mathematics 2007-05-23 Anna Karczewska

We provide operator-norm convergence estimates for solutions to a time-dependent equation of fractional elasticity in one spatial dimension, with rapidly oscillating coefficients that represent the material properties of a viscoelastic…

Analysis of PDEs · Mathematics 2017-06-12 Kirill Cherednichenko , Marcus Waurick

We introduce the Volterra Stein-Stein model with stochastic interest rates, where both volatility and interest rates are driven by correlated Gaussian Volterra processes. This framework unifies various well-known Markovian and non-Markovian…

Mathematical Finance · Quantitative Finance 2025-07-17 Eduardo Abi Jaber , Donatien Hainaut , Edouard Motte

The stress-strain constitutive law for viscoelastic materials such as soft tissues, metals at high temperature, and polymers, can be written as a Volterra integral equation of the second kind with a \emph{fading memory} kernel. This…

Numerical Analysis · Mathematics 2021-12-23 Yongseok Jang , Simon Shaw

This article addresses the local boundedness and H\"older continuity of weak solutions to kinetic Fokker-Planck equations with general transport operators and rough coefficients. These results are due to the mixing effect of diffusion and…

Analysis of PDEs · Mathematics 2024-10-14 Yuzhe Zhu

We introduce a new numerical method for solving time-harmonic acoustic scattering problems. The main focus is on plane waves scattered by smoothly varying material inhomogeneities. The proposed method works for any frequency $\omega$, but…

Numerical Analysis · Mathematics 2022-01-14 Anton Arnold , Sjoerd Geevers , Ilaria Perugia , Dmitry Ponomarev

We analyze integral representation and $\Gamma$-convergence properties of functionals defined on \emph{piecewise rigid functions}, i.e., functions which are piecewise affine on a Caccioppoli partition where the derivative in each component…

Analysis of PDEs · Mathematics 2020-02-04 Manuel Friedrich , Francesco Solombrino

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…

Probability · Mathematics 2025-03-03 David J. Prömel , David Scheffels

We study acceleration phenomena in monostable integro-differential equations with ignition nonlinearity. Our results cover fractional Laplace operators and standard convolutions in a unified way, which is also a contribution of this paper.…

Analysis of PDEs · Mathematics 2021-05-24 Emeric Bouin , Jérôme Coville , Guillaume Legendre

We introduce a fast Fourier spectral method for the spatially homogeneous Boltzmann equation with non-cutoff collision kernels. Such kernels contain non-integrable singularity in the deviation angle which arise in a wide range of…

Computational Physics · Physics 2020-10-28 Jingwei Hu , Kunlun Qi

In this paper we investigate a problem of large deviations for continuous Volterra processes under the influence of model disturbances. More precisely, we study the behavior, in the near future after $T$, of a Volterra process driven by a…

Probability · Mathematics 2020-03-30 Barbara Pacchiarotti

In this paper we investigate the solution of generalized distributed order diffusion equations with composite time fractional derivative by using the Fourier-Laplace transform method. We represent solutions in terms of infinite series in…

Mathematical Physics · Physics 2017-03-17 Trifce Sandev , Zivorad Tomovski , Bojan Crnkovic

A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…

High Energy Physics - Phenomenology · Physics 2024-10-10 A. Rizzi , G. Wolschin

In this paper, we introduce a new class of hemivariational inequalities, called dynamic boundary hemivariational inequalities reflecting the fact that the governing operator is also active on the boundary. In our context, it concerns the…

Analysis of PDEs · Mathematics 2021-01-08 Khadija Aayadi , Khalid Akhlil , Sultana Ben Aadi , Mourad El Ouali

The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

Numerical Analysis · Mathematics 2026-01-28 Neetu Garg , Varsha R

In the setting of stochastic Volterra equations, and in particular rough volatility models, we show that conditional expectations are the unique classical solutions to path-dependent PDEs. The latter arise from the functional It\^o formula…

Probability · Mathematics 2026-05-27 Ofelia Bonesini , Antoine Jacquier , Alexandre Pannier
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