Related papers: Polynomial Volterra processes
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
Recently increasing penetration of renewable energy generation brings challenges for power system operators to perform efficient power generation daily scheduling, due to the intermittent nature of the renewable generation and discrete…
Some results about existence, uniqueness, and attractive behaviour of solutions for nonlinear Volterra integral equations with non-convolution kernels are presented in this paper. These results are based on similar ones about nonlinear…
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…
We introduce a class of Markov processes, called $m$-polynomial, for which the calculation of (mixed) moments up to order $m$ only requires the computation of matrix exponentials. This class contains affine processes, processes with…
This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for…
We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation.…
We study multiple orthogonal polynomials exploiting their explicit determinantal representation in terms of moments. Our reasoning follows that applied to solve the Hermite-Pad\'{e} approximation and interpolation problems. We study also…
This paper studies existence and uniqueness of solutions to generalized Volterra integral equations. Since our proof for existence and uniqueness does not make use of Banach fixed point theorem unlike the previous papers focused on this…
This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…
We introduce a class of continuous Volterra processes, called Volterra clocks, and study their singular limit as the memory kernel collapses to a Dirac mass at zero. The dynamics are parametrised by a function $f$ acting as a nonlinear…
We give a new framework for proving the existence of low-degree, polynomial approximators for Boolean functions with respect to broad classes of non-product distributions. Our proofs use techniques related to the classical moment problem…
The analysis of observable phenomena (for instance, in biology or physics) allows the detection of dynamical behaviors and, conversely, starting from a desired behavior allows the design of objects exhibiting that behavior in engineering.…
We consider rough stochastic volatility models where the variance process satisfies a stochastic Volterra equation with the fractional kernel, as in the rough Bergomi and the rough Heston model. In particular, the variance process is…
In this work, we establish a comparison principle for stochastic Volterra equations with respect to the initial condition and the drift $b$ applicable to a wide class of Volterra kernels and input curves $g$ that may be singular at zero.…
This paper introduces Volterra Neural Ordinary Differential Equations (VNODE), a piecewise continuous Volterra Neural Network that integrates nonlinear Volterra filtering with continuous time neural ordinary differential equations for image…
This paper is concerned with the evolution dynamics of local times of a spectrally positive stable process in the spatial direction. The main results state that conditioned on the finiteness of the first time at which the local time at zero…
The time evolution of a class of completely integrable discrete Lotka-Volterra s ystem is shown not unique but have two different ways chosen randomly at every s tep of generation. This uncertainty is consistent with the existence of…
To describe stochastic quantum processes I propose an integral equation of Volterra type which is not generally transformable to any differential one. The process is a composition of ordinary quantum evolution which admits presence of a…
We consider one-dimensional stochastic Volterra equations with jumps for which we establish conditions upon the convolution kernel and coefficients for the strong existence and pathwise uniqueness of a non-negative c\`adl\`ag solution. By…