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Related papers: Affine Volterra processes with jumps

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A projective moving average $\{X_t, t \in \mathbb{Z}\}$ is a Bernoulli shift written as a backward martingale transform of the innovation sequence. We introduce a new class of nonlinear stochastic equations for projective moving averages,…

Statistics Theory · Mathematics 2013-12-09 Ieva Grublytė , Donatas Surgailis

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

Volterra series are especially useful for nonlinear system identification, also thanks to their capability to approximate a broad range of input-output maps. However, their identification from a finite set of data is hard, due to the curse…

Machine Learning · Computer Science 2019-11-13 Alberto Dalla Libera , Ruggero Carli , Gianluigi Pillonetto

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Statistical Mechanics · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

Stochastic Volterra equations (SVEs) serve as mathematical models for the time evolutions of random systems with memory effects and irregular behaviour. We introduce neural stochastic Volterra equations as a physics-inspired architecture,…

Machine Learning · Computer Science 2025-12-30 Martin Bergerhausen , David J. Prömel , David Scheffels

Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g. temperatures and wind and the related financial derivatives. Volterra processes are in general…

Optimization and Control · Mathematics 2018-12-24 Giulia di Nunno , Andrea Fiacco , Erik Hove Karlsen

The dynamics of a system of particles subject to a 4th order potential field modeling the space-time evolution of wedge disclinations is studied, focusing on finite systems of disclinations within a circular domain. Existence theorems for…

Dynamical Systems · Mathematics 2024-08-29 Pierluigi Cesana , Alfio Grillo , Marco Morandotti , Andrea Pastore

This paper analyses the impact of collisions in a system of $N$ identical hard-core particles driven according to a velocity jump process. The physical space is essentially a channel in $\mathbb{R}$ with a probability of occupants being…

Statistical Mechanics · Physics 2023-02-24 Gayani Tennakoon , Stephen W. Taylor

Recently, it has been shown that stochastic spatial Lotka-Volterra models when suitably rescaled can converge to a super Brownian motion. We show that the limit process could be a super stable process if the kernel of the underlying motion…

Probability · Mathematics 2009-02-05 Hui He

In this paper we present some new limit theorems for power variations of stationary increment L\'{e}vy driven moving average processes. Recently, such asymptotic results have been investigated in [Ann. Probab. 45(6B) (2017), 4477--4528,…

Probability · Mathematics 2018-10-25 Mathias Mørck Ljungdahl , Mark Podolskij

Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…

Soft Condensed Matter · Physics 2026-01-15 Sophie Marbach , Adam Carter , Miranda Holmes-Cerfon

The paper is devoted to the approximate solutions of the Fredholm integral equations of the second kind with the weak singular kernel that can have additional singularity in the numerator. We describe two problems that lead to such…

Probability · Mathematics 2020-07-03 Vitalii Makogin , Yuliya Mishura , Hanna Zhelezniak

We examine the focusing of kinetic energy and the amplification of various quantities during the snapping motion of the free end of a flexible structure. This brief but violent event appears to be a regularized finite-time singularity, with…

Classical Physics · Physics 2023-07-06 A. R. Dehadrai , J. A. Hanna

By affine arithmetic is meant the set of affine consequences of Peano arithmetic. This is a continuous theory which is studied in the framework of affine logic, a sublogic of continuous logic. Affine arithmetic is undecidable. Also, its…

Logic · Mathematics 2025-11-19 Seyed-Mohammad Bagheri

Inside the discipline of graph theory exists an extension known as the hypergraph. This generalization of graphs includes vertices along with hyperedges consisting of collections of two or more vertices. One well-studied application of this…

Probability · Mathematics 2024-03-19 Joshua Sparks

A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion…

Probability · Mathematics 2019-03-26 Barnaby Garrod , Mihail Poplavskyi , Roger Tribe , Oleg Zaboronski

We establish the existence and uniqueness for a one-dimensional stochastic differential equation driven by a Brownian motion and a pure jump {\levy} process. It is shown that under fairly general conditions on the coefficients, pathwise…

Probability · Mathematics 2018-12-27 Jie Xiong , Jiayu Zheng , Xiaowen Zhou

The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…

Optics · Physics 2014-02-06 Giorgio Volpe , Giovanni Volpe , Sylvain Gigan

In this paper, we consider equilibrium strategies under Volterra processes and time-inconsistent preferences embracing mean-variance portfolio selection (MVP). Using a functional It\^o calculus approach, we overcome the non-Markovian and…

Mathematical Finance · Quantitative Finance 2021-12-23 Bingyan Han , Hoi Ying Wong